+452.1%
KLAC vs PEGA
-48.2%
+500.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -2.8% |
| 7D | +6.2% | -6.1% | +12.3% | +7.5% |
| 30D | -5.0% | +6.4% | -11.4% | -6.5% |
| 3M | -14.4% | +2.9% | -17.3% | -16.1% |
| 6M | +28.3% | -23.8% | +52.1% | +34.1% |
| YTD | +51.1% | -41.1% | +92.2% | +66.6% |
| 1Y | +100.4% | -38.2% | +138.6% | +116.8% |
| 3Y | +276.3% | +49.8% | +226.5% | +198.8% |
| 5Y | +452.1% | -48.0% | +500.1% | +550.0% |
| All | +452.1% | -48.2% | +500.3% | +550.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling