+361.8%
PCAR vs LOW
+233.1%
+128.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -1.6% | -2.6% | +1.1% | -0.4% |
| 30D | -7.3% | -11.1% | +3.9% | -2.4% |
| 3M | +7.8% | -8.5% | +16.3% | +11.8% |
| 6M | +3.6% | -20.8% | +24.4% | +14.2% |
| YTD | +12.9% | -17.2% | +30.1% | +21.8% |
| 1Y | +27.3% | -24.7% | +52.0% | +43.1% |
| 3Y | +61.9% | -9.7% | +71.6% | +66.5% |
| 5Y | +164.2% | +6.0% | +158.2% | +148.2% |
| All | +361.8% | +233.1% | +128.7% | +148.4% |
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