+6.3%
KLAC vs PGR
+18.4%
-12.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -0.7% | -12.6% | -13.9% |
| 7D | -22.5% | +1.3% | -23.8% | -21.5% |
| 30D | -34.3% | +10.0% | -44.2% | -28.3% |
| 3M | -32.6% | +9.6% | -42.2% | -26.2% |
| 6M | -24.9% | +18.0% | -42.9% | -10.9% |
| YTD | +7.2% | +9.0% | -1.8% | +24.2% |
| 1Y | +6.3% | +18.8% | -12.5% | +36.0% |
| All | +6.3% | +18.4% | -12.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling