+433.3%
KLAC vs PNC
+51.4%
+381.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.7% |
| 7D | -2.7% | -0.6% | -2.1% | -2.4% |
| 30D | -13.2% | -4.4% | -8.8% | -11.0% |
| 3M | -25.0% | +5.2% | -30.2% | -27.3% |
| 6M | +23.6% | +20.6% | +3.0% | +10.7% |
| YTD | +49.2% | +19.8% | +29.5% | +34.0% |
| 1Y | +89.3% | +24.4% | +64.9% | +66.0% |
| 3Y | +274.4% | +131.2% | +143.1% | +124.8% |
| All | +433.3% | +51.4% | +381.9% | +323.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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