+286.1%
KLAC vs PENG
+56.5%
+229.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -0.8% |
| 7D | +10.0% | +13.2% | -3.2% | +4.1% |
| 30D | -14.8% | -29.9% | +15.1% | -2.4% |
| 3M | -27.2% | -22.2% | -4.9% | -22.1% |
| 6M | -17.5% | -1.9% | -15.6% | -22.2% |
| YTD | +25.8% | +142.1% | -116.3% | -21.3% |
| 1Y | +31.8% | +151.5% | -119.7% | -19.1% |
| 3Y | +195.3% | +206.9% | -11.6% | +53.5% |
| All | +286.1% | +56.5% | +229.6% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling