+12,784.0%
PCAR vs LOW
+40,328.9%
-27,544.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.8% | +8.7% | -4.9% | +0.4% |
| 30D | -2.0% | +25.5% | -27.4% | -10.5% |
| 3M | -19.1% | +6.6% | -25.7% | -21.3% |
| 6M | -6.8% | +2.4% | -9.2% | -8.2% |
| YTD | -2.5% | -1.7% | -0.7% | -2.6% |
| 1Y | +9.7% | +1.7% | +8.0% | +7.9% |
| 3Y | +34.0% | +26.6% | +7.4% | +20.2% |
| 5Y | +113.3% | +10.1% | +103.2% | +98.6% |
| 10Y | +278.2% | +303.3% | -25.1% | +100.4% |
| All | +12,784.0% | +40,328.9% | -27,544.8% | +1,670.6% |
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