+279.1%
KLAC vs PFGC
+61.7%
+217.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | +6.2% | -3.7% | +9.9% | +7.7% |
| 30D | -5.0% | -16.0% | +11.0% | +1.2% |
| 3M | -14.4% | -4.1% | -10.3% | -14.5% |
| 6M | +28.3% | +8.7% | +19.6% | +20.4% |
| YTD | +51.1% | +6.4% | +44.7% | +43.6% |
| 1Y | +100.4% | -8.4% | +108.8% | +102.5% |
| All | +279.1% | +61.7% | +217.4% | +211.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling