+2,003.5%
KLAC vs PENG
+755.0%
+1,248.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +10.6% | +7.8% | +2.8% | +7.7% |
| 30D | -4.5% | -12.2% | +7.7% | -0.2% |
| 3M | -10.3% | -20.6% | +10.4% | -4.1% |
| 6M | +40.9% | +180.9% | -140.1% | -4.4% |
| YTD | +56.1% | +162.3% | -106.2% | +8.0% |
| 1Y | +109.0% | +107.3% | +1.8% | +55.3% |
| 3Y | +288.8% | +110.8% | +178.1% | +158.8% |
| 5Y | +489.1% | +117.8% | +371.3% | +279.0% |
| All | +2,003.5% | +755.0% | +1,248.5% | +923.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling