+8,933.1%
KLAC vs PFG
+1,015.3%
+7,917.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.9% | +7.9% |
| 7D | +5.7% | +5.5% | +0.2% | +3.4% |
| 30D | -3.6% | +2.4% | -6.0% | -4.6% |
| 3M | -12.8% | +13.6% | -26.4% | -17.6% |
| 6M | +26.1% | +27.9% | -1.8% | +14.0% |
| YTD | +53.3% | +35.6% | +17.8% | +35.5% |
| 1Y | +113.7% | +48.5% | +65.2% | +82.3% |
| 3Y | +274.9% | +66.9% | +208.0% | +204.4% |
| 5Y | +470.1% | +111.0% | +359.2% | +324.5% |
| 10Y | +2,997.0% | +244.5% | +2,752.5% | +1,754.2% |
| All | +8,933.1% | +1,015.3% | +7,917.8% | +2,502.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling