-75.6%
PCG vs LOW
+236.5%
-312.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.8% |
| 7D | +6.5% | -0.6% | +7.1% | +6.7% |
| 30D | -16.7% | -9.3% | -7.5% | -13.2% |
| 3M | -14.2% | -8.1% | -6.1% | -11.3% |
| 6M | -21.5% | -19.8% | -1.7% | -14.3% |
| YTD | -11.2% | -16.4% | +5.2% | -5.1% |
| 1Y | -4.2% | -24.7% | +20.5% | +6.8% |
| 3Y | -14.9% | -8.8% | -6.0% | -14.5% |
| 5Y | +54.2% | +7.8% | +46.5% | +39.2% |
| All | -75.6% | +236.5% | -312.1% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling