+309.5%
KLAC vs PFE
-21.6%
+331.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.2% |
| 7D | +7.5% | -3.0% | +10.4% | +8.1% |
| 30D | -15.3% | +5.2% | -20.5% | -16.1% |
| 3M | -19.6% | +12.2% | -31.8% | -21.4% |
| 6M | -12.5% | +17.8% | -30.3% | -15.3% |
| YTD | +33.0% | +26.2% | +6.8% | +26.7% |
| 1Y | +35.9% | +23.2% | +12.8% | +30.2% |
| 3Y | +208.6% | +21.3% | +187.4% | +190.4% |
| 5Y | +309.5% | -23.1% | +332.6% | +336.9% |
| All | +309.5% | -21.6% | +331.1% | +336.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling