-76.7%
PCG vs LOW
+328.1%
-404.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | -0.1% |
| 7D | -1.1% | +6.4% | -7.4% | -3.8% |
| 30D | +0.1% | +25.6% | -25.5% | -9.5% |
| 3M | -24.4% | +4.6% | -29.0% | -26.1% |
| 6M | -17.7% | +2.5% | -20.2% | -19.1% |
| YTD | -17.4% | -1.6% | -15.8% | -18.0% |
| 1Y | -19.4% | +1.7% | -21.1% | -21.3% |
| 3Y | -18.6% | +29.4% | -48.0% | -30.3% |
| 5Y | +10.2% | +9.6% | +0.6% | -0.8% |
| 10Y | -76.7% | +313.3% | -390.0% | -87.3% |
| All | -76.7% | +328.1% | -404.8% | -87.3% |
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