+35,986.4%
KLAC vs PEGA
+1,209.2%
+34,777.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.5% |
| 7D | +5.7% | +3.3% | +2.4% | +5.1% |
| 30D | -3.6% | +17.7% | -21.4% | -6.7% |
| 3M | -12.8% | +5.8% | -18.6% | -14.9% |
| 6M | +26.1% | -20.3% | +46.3% | +28.7% |
| YTD | +53.3% | -37.1% | +90.5% | +62.0% |
| 1Y | +113.7% | -30.2% | +143.9% | +120.6% |
| 3Y | +274.9% | +48.1% | +226.8% | +225.6% |
| 5Y | +470.1% | -46.8% | +516.9% | +477.3% |
| 10Y | +2,997.0% | +191.3% | +2,805.7% | +2,298.1% |
| All | +35,986.4% | +1,209.2% | +34,777.2% | +15,803.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling