+157,277.0%
KLAC vs PFE
+3,346.7%
+153,930.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.6% | +7.8% |
| 7D | +5.7% | +1.8% | +4.0% | +5.0% |
| 30D | -3.6% | +10.2% | -13.9% | -7.2% |
| 3M | -12.8% | +12.7% | -25.5% | -17.1% |
| 6M | +26.1% | +10.5% | +15.5% | +20.5% |
| YTD | +53.3% | +20.2% | +33.2% | +42.0% |
| 1Y | +113.7% | +24.1% | +89.6% | +95.0% |
| 3Y | +274.9% | -3.6% | +278.5% | +266.5% |
| 5Y | +470.1% | -20.9% | +491.0% | +486.7% |
| 10Y | +2,997.0% | +35.8% | +2,961.2% | +2,461.4% |
| All | +157,277.0% | +3,346.7% | +153,930.2% | +49,100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling