+270.8%
KLAC vs PRU
+47.2%
+223.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.8% |
| 7D | +5.7% | +1.9% | +3.9% | +4.8% |
| 30D | -3.6% | +2.7% | -6.3% | -4.9% |
| 3M | -12.8% | +19.5% | -32.3% | -20.6% |
| 6M | +26.1% | +26.6% | -0.6% | +11.1% |
| YTD | +53.3% | +12.3% | +41.0% | +43.4% |
| 1Y | +113.7% | +18.0% | +95.6% | +94.2% |
| All | +270.8% | +47.2% | +223.7% | +193.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling