+8,713.0%
KLAC vs PSLV
+109.5%
+8,603.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -2.7% | -3.5% | +0.8% | -2.1% |
| 30D | -13.2% | -2.1% | -11.0% | -12.9% |
| 3M | -25.0% | -1.6% | -23.4% | -25.0% |
| 6M | +23.6% | -25.5% | +49.1% | +29.5% |
| YTD | +49.2% | -11.4% | +60.6% | +51.4% |
| 1Y | +89.3% | +48.6% | +40.7% | +77.0% |
| 3Y | +274.4% | +166.9% | +107.5% | +221.9% |
| 5Y | +440.9% | +152.4% | +288.5% | +363.9% |
| 10Y | +2,947.7% | +187.8% | +2,759.9% | +2,426.9% |
| All | +8,713.0% | +109.5% | +8,603.5% | +6,599.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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