-16.0%
PCG vs LOW
-0.5%
-15.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | -0.9% |
| 7D | +1.9% | +15.6% | -13.7% | -1.7% |
| 30D | +8.5% | +28.6% | -20.1% | +1.7% |
| 3M | -22.9% | +5.8% | -28.7% | -23.8% |
| 6M | -16.8% | +3.8% | -20.6% | -17.6% |
| YTD | -15.8% | -2.8% | -13.0% | -14.3% |
| 1Y | -16.0% | -1.4% | -14.6% | -14.1% |
| All | -16.0% | -0.5% | -15.5% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling