+293.0%
PCAR vs LOW
+328.1%
-35.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +2.2% |
| 7D | +2.9% | +6.4% | -3.5% | +0.1% |
| 30D | -2.1% | +25.6% | -27.7% | -11.6% |
| 3M | -20.4% | +4.6% | -24.9% | -22.2% |
| 6M | -7.0% | +2.5% | -9.5% | -8.6% |
| YTD | -2.6% | -1.6% | -1.0% | -2.8% |
| 1Y | +9.8% | +1.7% | +8.0% | +7.8% |
| 3Y | +37.3% | +29.4% | +7.8% | +20.6% |
| 5Y | +116.4% | +9.6% | +106.8% | +99.9% |
| 10Y | +293.0% | +313.3% | -20.4% | +92.3% |
| All | +293.0% | +328.1% | -35.1% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 10y: compounded portfolio wealth divided by compounded LOW 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…
10y analysis · Full analysis span regression · 6 months rolling