+195.3%
KLAC vs PFG
+82.7%
+112.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +10.0% | +2.4% | +7.6% | +8.8% |
| 30D | -14.8% | +5.9% | -20.7% | -16.9% |
| 3M | -27.2% | -0.4% | -26.7% | -27.2% |
| 6M | -17.5% | +14.8% | -32.3% | -24.4% |
| YTD | +25.8% | +31.9% | -6.1% | +6.0% |
| 1Y | +31.8% | +38.8% | -7.0% | +7.8% |
| 3Y | +195.3% | +82.4% | +112.9% | +103.0% |
| All | +195.3% | +82.7% | +112.6% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling