+12,304.7%
PCAR vs LOW
+39,052.6%
-26,747.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | +0.1% | +7.4% | -7.3% | -2.8% |
| 30D | -4.6% | +24.5% | -29.0% | -12.7% |
| 3M | -22.6% | +3.5% | -26.0% | -23.8% |
| 6M | -12.0% | -2.6% | -9.4% | -11.6% |
| YTD | -6.1% | -4.8% | -1.3% | -5.0% |
| 1Y | +6.3% | -0.8% | +7.1% | +5.7% |
| 3Y | +31.8% | +22.8% | +9.0% | +19.7% |
| 5Y | +104.2% | +5.3% | +98.9% | +93.4% |
| 10Y | +302.9% | +309.5% | -6.6% | +112.3% |
| All | +12,304.7% | +39,052.6% | -26,747.9% | +1,626.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling