+15,068.3%
PCAR vs LOW
+35,323.5%
-20,255.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -0.5% | -1.7% | +1.2% | +0.2% |
| 30D | -6.2% | -7.0% | +0.8% | -3.5% |
| 3M | +5.9% | -0.9% | +6.8% | +5.9% |
| 6M | +0.4% | -20.1% | +20.5% | +9.2% |
| YTD | +14.8% | -13.9% | +28.7% | +21.1% |
| 1Y | +30.1% | -21.1% | +51.2% | +41.9% |
| 3Y | +66.7% | -6.6% | +73.3% | +68.8% |
| 5Y | +166.1% | +9.4% | +156.8% | +148.9% |
| 10Y | +353.7% | +220.5% | +133.2% | +163.5% |
| All | +15,068.3% | +35,323.5% | -20,255.2% | +2,101.1% |
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