+282.3%
KLAC vs PTC
-2.9%
+285.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -6.0% | +13.4% | +8.3% |
| 7D | +5.7% | -10.3% | +16.0% | +7.6% |
| 30D | -3.6% | +1.1% | -4.8% | -4.2% |
| 3M | -12.8% | +1.6% | -14.4% | -12.9% |
| 6M | +26.1% | -13.5% | +39.5% | +35.0% |
| YTD | +53.3% | -19.1% | +72.4% | +69.3% |
| 1Y | +113.7% | -33.9% | +147.5% | +165.5% |
| All | +282.3% | -2.9% | +285.2% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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