+470.0%
KLAC vs PENG
+115.2%
+354.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.4% | +0.9% | +4.5% |
| 7D | +5.7% | +4.5% | +1.2% | +3.8% |
| 30D | -3.6% | -7.1% | +3.5% | -0.8% |
| 3M | -12.8% | -27.3% | +14.5% | -2.6% |
| 6M | +26.1% | +169.6% | -143.5% | -20.4% |
| YTD | +53.3% | +164.6% | -111.3% | -3.2% |
| 1Y | +113.7% | +109.5% | +4.2% | +47.0% |
| 3Y | +274.9% | +98.9% | +176.0% | +130.8% |
| All | +470.0% | +115.2% | +354.8% | +266.2% |
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