+202.9%
PWR vs LOW
-10.3%
+213.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -0.2% | -2.6% | +2.4% | +0.5% |
| 30D | -7.7% | -11.1% | +3.4% | -4.7% |
| 3M | -4.9% | -8.5% | +3.6% | -3.3% |
| 6M | +9.7% | -20.8% | +30.6% | +17.6% |
| YTD | +46.7% | -17.2% | +63.9% | +53.8% |
| 1Y | +58.7% | -24.7% | +83.4% | +73.0% |
| All | +202.9% | -10.3% | +213.2% | +185.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling