+153,071.2%
KLAC vs PG
+4,002.3%
+149,068.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +1.3% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | -13.2% | +0.8% | -14.0% | -13.5% |
| 3M | -25.0% | -1.3% | -23.7% | -25.3% |
| 6M | +23.6% | -3.8% | +27.4% | +24.0% |
| YTD | +49.2% | +3.6% | +45.6% | +44.8% |
| 1Y | +89.3% | -5.7% | +95.1% | +89.8% |
| 3Y | +274.4% | +1.6% | +272.8% | +255.4% |
| 5Y | +440.9% | +14.6% | +426.3% | +385.2% |
| 10Y | +2,947.7% | +121.2% | +2,826.5% | +2,019.5% |
| All | +153,071.2% | +4,002.3% | +149,068.9% | +28,399.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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