+309.5%
KLAC vs PTC
+62.1%
+247.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.3% |
| 7D | +7.5% | +0.5% | +7.0% | +7.3% |
| 30D | -15.3% | +0.9% | -16.2% | -15.5% |
| 3M | -19.6% | +30.4% | -50.0% | -28.4% |
| 6M | -12.5% | +34.4% | -46.9% | -24.7% |
| YTD | +33.0% | +12.6% | +20.4% | +26.1% |
| 1Y | +35.9% | +10.2% | +25.7% | +30.5% |
| 3Y | +208.6% | +29.4% | +179.3% | +146.1% |
| 5Y | +309.5% | +63.7% | +245.8% | +169.6% |
| All | +309.5% | +62.1% | +247.3% | +169.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling