-4.2%
PCG vs LOW
-25.6%
+21.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.9% |
| 7D | +6.5% | -0.6% | +7.1% | +6.6% |
| 30D | -16.7% | -9.3% | -7.5% | -14.5% |
| 3M | -14.2% | -8.1% | -6.1% | -12.3% |
| 6M | -21.5% | -19.8% | -1.7% | -17.6% |
| YTD | -11.2% | -16.4% | +5.2% | -6.8% |
| 1Y | -4.2% | -24.7% | +20.5% | +9.5% |
| All | -4.2% | -25.6% | +21.4% | +9.5% |
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 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