+113.7%
KLAC vs PFE
+22.9%
+90.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.6% | +7.4% |
| 7D | +5.7% | +1.8% | +4.0% | +5.6% |
| 30D | -3.6% | +10.2% | -13.9% | -4.7% |
| 3M | -12.8% | +12.7% | -25.5% | -13.5% |
| 6M | +26.1% | +10.5% | +15.5% | +25.6% |
| YTD | +53.3% | +20.2% | +33.2% | +48.5% |
| 1Y | +113.7% | +24.1% | +89.6% | +104.1% |
| All | +113.7% | +22.9% | +90.8% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 1y: compounded portfolio wealth divided by compounded PFE 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…
1y analysis · Full analysis span regression · 6 months rolling