+133,280.4%
KLAC vs PTC
+8,871.4%
+124,409.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +21.2% | +0.8% | +20.3% | +20.9% |
| 30D | -14.5% | +1.2% | -15.7% | -14.8% |
| 3M | -24.4% | +32.6% | -57.0% | -33.2% |
| 6M | -12.9% | +36.1% | -49.0% | -25.8% |
| YTD | +29.9% | +12.7% | +17.3% | +17.0% |
| 1Y | +31.9% | +10.2% | +21.7% | +19.6% |
| 3Y | +201.5% | +29.4% | +172.1% | +157.2% |
| 5Y | +298.6% | +61.1% | +237.5% | +218.0% |
| 10Y | +2,324.4% | +317.1% | +2,007.2% | +1,291.5% |
| All | +133,280.4% | +8,871.4% | +124,409.0% | +16,981.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling