+5,802.8%
KLAC vs PRU
+814.1%
+4,988.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.3% |
| 7D | +7.5% | -2.8% | +10.3% | +8.8% |
| 30D | -15.3% | +8.5% | -23.8% | -18.1% |
| 3M | -19.6% | +1.7% | -21.3% | -20.5% |
| 6M | -12.5% | +24.8% | -37.3% | -20.4% |
| YTD | +33.0% | +13.3% | +19.7% | +25.3% |
| 1Y | +35.9% | +21.4% | +14.6% | +24.6% |
| 3Y | +208.6% | +54.8% | +153.9% | +155.9% |
| 5Y | +309.5% | +42.4% | +267.1% | +250.6% |
| 10Y | +2,381.5% | +98.4% | +2,283.1% | +1,684.0% |
| All | +5,802.8% | +814.1% | +4,988.7% | +1,402.2% |
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