+153,071.2%
KLAC vs PGR
+42,507.8%
+110,563.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | -13.2% | +4.9% | -18.1% | -15.1% |
| 3M | -25.0% | +7.6% | -32.7% | -28.6% |
| 6M | +23.6% | +8.3% | +15.3% | +16.3% |
| YTD | +49.2% | +1.7% | +47.5% | +43.3% |
| 1Y | +89.3% | -6.8% | +96.2% | +86.7% |
| 3Y | +274.4% | +73.4% | +200.9% | +176.4% |
| 5Y | +440.9% | +161.2% | +279.7% | +225.8% |
| 10Y | +2,947.7% | +819.5% | +2,128.2% | +977.9% |
| All | +153,071.2% | +42,507.8% | +110,563.3% | +23,914.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling