+286.1%
KLAC vs PFGC
+138.1%
+148.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.7% |
| 7D | +10.0% | +3.4% | +6.6% | +8.5% |
| 30D | -14.8% | +16.9% | -31.7% | -21.5% |
| 3M | -27.2% | +6.4% | -33.6% | -29.9% |
| 6M | -17.5% | +16.0% | -33.5% | -25.1% |
| YTD | +25.8% | +23.6% | +2.2% | +10.1% |
| 1Y | +31.8% | +16.6% | +15.2% | +18.5% |
| 3Y | +195.3% | +82.3% | +113.0% | +104.3% |
| All | +286.1% | +138.1% | +148.0% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling