+8,589.7%
PWR vs LOW
+4,262.4%
+4,327.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +3.2% |
| 7D | +4.5% | +0.4% | +4.1% | +4.3% |
| 30D | -4.9% | -10.1% | +5.2% | -0.1% |
| 3M | -7.9% | -2.9% | -5.0% | -7.8% |
| 6M | +18.3% | -19.4% | +37.7% | +29.2% |
| YTD | +51.5% | -15.4% | +66.9% | +60.9% |
| 1Y | +70.3% | -24.9% | +95.3% | +90.8% |
| 3Y | +210.6% | -7.8% | +218.4% | +209.0% |
| 5Y | +456.7% | +8.4% | +448.3% | +400.9% |
| 10Y | +2,396.1% | +226.8% | +2,169.3% | +1,114.8% |
| All | +8,589.7% | +4,262.4% | +4,327.3% | +1,419.6% |
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