-75.9%
PCG vs LOW
+233.1%
-309.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +0.5% | -2.6% | +3.1% | +1.6% |
| 30D | -18.9% | -11.1% | -7.8% | -14.7% |
| 3M | -15.8% | -8.5% | -7.3% | -12.8% |
| 6M | -22.6% | -20.8% | -1.7% | -15.0% |
| YTD | -12.2% | -17.2% | +5.0% | -5.8% |
| 1Y | -7.1% | -24.7% | +17.6% | +3.6% |
| 3Y | -15.8% | -9.7% | -6.1% | -15.1% |
| 5Y | +53.3% | +6.0% | +47.3% | +39.5% |
| All | -75.9% | +233.1% | -309.0% | -85.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling