+291.6%
KLAC vs PFG
+68.9%
+222.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.5% |
| 7D | +10.6% | +6.0% | +4.6% | +7.3% |
| 30D | -4.5% | +2.2% | -6.7% | -5.7% |
| 3M | -10.3% | +10.4% | -20.6% | -15.6% |
| 6M | +40.9% | +27.8% | +13.1% | +21.6% |
| YTD | +56.1% | +33.6% | +22.5% | +31.0% |
| 1Y | +109.0% | +49.3% | +59.7% | +64.4% |
| All | +291.6% | +68.9% | +222.7% | +179.3% |
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