+29,515.8%
KLAC vs PEGA
+1,037.5%
+28,478.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.4% |
| 7D | +10.0% | +0.1% | +9.9% | +9.9% |
| 30D | -14.8% | -4.1% | -10.7% | -14.5% |
| 3M | -27.2% | -2.8% | -24.3% | -27.4% |
| 6M | -17.5% | -0.4% | -17.0% | -19.2% |
| YTD | +25.8% | -45.4% | +71.2% | +35.5% |
| 1Y | +31.8% | -42.6% | +74.4% | +40.6% |
| 3Y | +195.3% | +45.4% | +149.9% | +155.8% |
| 5Y | +285.9% | -44.6% | +330.5% | +285.9% |
| 10Y | +2,247.6% | +91.2% | +2,156.4% | +1,837.8% |
| All | +29,515.8% | +1,037.5% | +28,478.3% | +13,200.6% |
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