+2,257.9%
KLAC vs PRU
+103.1%
+2,154.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.5% |
| 7D | -2.1% | +3.8% | -5.8% | -4.1% |
| 30D | -21.8% | +9.0% | -30.8% | -25.7% |
| 3M | -20.5% | +2.1% | -22.7% | -21.9% |
| 6M | -18.0% | +25.4% | -43.4% | -28.6% |
| YTD | +26.4% | +13.5% | +12.9% | +15.7% |
| 1Y | +26.3% | +21.3% | +5.0% | +11.3% |
| 3Y | +193.3% | +55.1% | +138.2% | +120.7% |
| 5Y | +297.2% | +43.6% | +253.6% | +210.4% |
| All | +2,257.9% | +103.1% | +2,154.8% | +1,335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling