+1,650.8%
KLAC vs PENG
+735.0%
+915.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.9% |
| 7D | +21.2% | +34.6% | -13.4% | +8.7% |
| 30D | -14.5% | -35.9% | +21.4% | -1.2% |
| 3M | -24.4% | -14.7% | -9.7% | -22.3% |
| 6M | -12.9% | +13.5% | -26.5% | -20.5% |
| YTD | +29.9% | +156.1% | -126.2% | -11.9% |
| 1Y | +31.9% | +141.3% | -109.4% | -9.0% |
| 3Y | +201.5% | +223.4% | -21.9% | +80.0% |
| 5Y | +298.6% | +67.4% | +231.2% | +170.3% |
| All | +1,650.8% | +735.0% | +915.8% | +735.0% |
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