+478.6%
KLAC vs PFE
-20.3%
+498.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.6% | +7.5% |
| 7D | +5.7% | +1.8% | +4.0% | +5.4% |
| 30D | -3.6% | +10.2% | -13.9% | -5.4% |
| 3M | -12.8% | +12.7% | -25.5% | -14.9% |
| 6M | +26.1% | +10.5% | +15.5% | +23.4% |
| YTD | +53.3% | +20.2% | +33.2% | +47.5% |
| 1Y | +113.7% | +24.1% | +89.6% | +104.0% |
| 3Y | +274.9% | -3.6% | +278.5% | +272.3% |
| All | +478.6% | -20.3% | +498.9% | +465.4% |
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