+2,838.9%
KLAC vs PFG
+247.4%
+2,591.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -4.0% | -3.6% |
| 7D | +2.5% | -3.0% | +5.4% | +4.0% |
| 30D | -11.5% | +2.5% | -14.0% | -12.9% |
| 3M | -16.9% | +6.1% | -23.0% | -20.4% |
| 6M | +22.2% | +31.3% | -9.1% | +3.9% |
| YTD | +46.4% | +33.6% | +12.8% | +22.8% |
| 1Y | +91.0% | +48.5% | +42.5% | +50.8% |
| 3Y | +264.6% | +69.6% | +194.9% | +163.4% |
| 5Y | +430.6% | +111.5% | +319.1% | +236.6% |
| All | +2,838.9% | +247.4% | +2,591.5% | +1,242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling