+438.6%
PWR vs LOW
+5.8%
+432.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | -0.2% | -2.6% | +2.4% | +0.8% |
| 30D | -7.7% | -11.1% | +3.4% | -3.7% |
| 3M | -4.9% | -8.5% | +3.6% | -2.7% |
| 6M | +9.7% | -20.8% | +30.6% | +19.2% |
| YTD | +46.7% | -17.2% | +63.9% | +55.5% |
| 1Y | +58.7% | -24.7% | +83.4% | +75.2% |
| 3Y | +200.7% | -9.7% | +210.5% | +195.8% |
| 5Y | +438.6% | +6.0% | +432.6% | +412.1% |
| All | +438.6% | +5.8% | +432.8% | +412.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling