+2,896.3%
KLAC vs PFGC
+292.9%
+2,603.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -2.7% | -4.8% | +2.1% | -1.4% |
| 30D | -13.2% | -12.5% | -0.6% | -10.1% |
| 3M | -25.0% | -9.7% | -15.3% | -23.4% |
| 6M | +23.6% | +7.0% | +16.6% | +20.4% |
| YTD | +49.2% | +4.5% | +44.7% | +46.3% |
| 1Y | +89.3% | -11.6% | +100.9% | +93.4% |
| 3Y | +274.4% | +58.5% | +215.9% | +227.5% |
| 5Y | +440.9% | +112.6% | +328.4% | +339.2% |
| All | +2,896.3% | +292.9% | +2,603.4% | +2,104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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