+3,580.7%
KLAC vs PFGC
+485.1%
+3,095.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.4% |
| 7D | +10.0% | +3.4% | +6.6% | +9.1% |
| 30D | -14.8% | +16.9% | -31.7% | -18.6% |
| 3M | -27.2% | +6.4% | -33.6% | -28.7% |
| 6M | -17.5% | +16.0% | -33.5% | -21.6% |
| YTD | +25.8% | +23.6% | +2.2% | +17.6% |
| 1Y | +31.8% | +16.6% | +15.2% | +24.9% |
| 3Y | +195.3% | +82.3% | +113.0% | +148.7% |
| 5Y | +285.9% | +138.7% | +147.2% | +203.5% |
| 10Y | +2,247.6% | +352.8% | +1,894.8% | +1,535.2% |
| All | +3,580.7% | +485.1% | +3,095.6% | +2,390.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling