+1,441.5%
KLAC vs PENG
+597.2%
+844.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +12.4% | -5.7% | +2.2% |
| 7D | -12.3% | -19.4% | +7.2% | -5.9% |
| 30D | -29.6% | -42.4% | +12.8% | -15.6% |
| 3M | -28.2% | -25.6% | -2.6% | -22.5% |
| 6M | -23.6% | +7.3% | -30.9% | -28.7% |
| YTD | +14.4% | +113.9% | -99.5% | -17.1% |
| 1Y | +15.4% | +93.6% | -78.2% | -13.8% |
| 3Y | +184.3% | +170.2% | +14.1% | +81.3% |
| 5Y | +248.9% | +44.2% | +204.7% | +150.5% |
| All | +1,441.5% | +597.2% | +844.3% | +685.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling