+6,704.3%
KLAC vs PRU
+806.6%
+5,897.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.7% |
| 7D | +5.7% | +1.9% | +3.9% | +4.9% |
| 30D | -3.6% | +2.7% | -6.3% | -4.7% |
| 3M | -12.8% | +19.5% | -32.3% | -19.0% |
| 6M | +26.1% | +26.6% | -0.6% | +14.3% |
| YTD | +53.3% | +12.3% | +41.0% | +45.4% |
| 1Y | +113.7% | +18.0% | +95.6% | +98.4% |
| 3Y | +274.9% | +47.0% | +227.9% | +217.9% |
| 5Y | +470.1% | +48.4% | +421.7% | +382.0% |
| 10Y | +2,997.0% | +142.4% | +2,854.6% | +1,987.0% |
| All | +6,704.3% | +806.6% | +5,897.8% | +1,643.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling