-18.3%
PCG vs LOW
+25.3%
-43.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +2.2% | +1.4% | +0.7% | +1.7% |
| 30D | +0.8% | +21.7% | -20.9% | -5.1% |
| 3M | -23.8% | +5.0% | -28.8% | -24.9% |
| 6M | -19.6% | +4.6% | -24.2% | -20.9% |
| YTD | -16.7% | -3.5% | -13.2% | -16.4% |
| 1Y | -19.4% | +0.5% | -19.9% | -20.2% |
| 3Y | -18.3% | +24.8% | -43.1% | -27.5% |
| All | -18.3% | +25.3% | -43.7% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling