+100.4%
KLAC vs PFE
+21.1%
+79.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +6.2% | -4.3% | +10.5% | +6.4% |
| 30D | -5.0% | +2.7% | -7.7% | -5.3% |
| 3M | -14.4% | +10.0% | -24.4% | -14.8% |
| 6M | +28.3% | +7.2% | +21.1% | +28.6% |
| YTD | +51.1% | +17.3% | +33.8% | +46.8% |
| 1Y | +100.4% | +20.3% | +80.1% | +94.5% |
| All | +100.4% | +21.1% | +79.3% | +94.5% |
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