+28.0%
PCAR vs LOW
-25.6%
+53.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -0.2% | -0.6% | +0.4% | +0.1% |
| 30D | -6.9% | -9.3% | +2.4% | -2.7% |
| 3M | +2.1% | -8.1% | +10.2% | +5.6% |
| 6M | +1.6% | -19.8% | +21.3% | +12.1% |
| YTD | +12.2% | -16.4% | +28.6% | +21.0% |
| 1Y | +28.0% | -24.7% | +52.7% | +63.9% |
| All | +28.0% | -25.6% | +53.6% | +63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling