+54.5%
PCG vs LOW
+9.5%
+45.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +2.0% |
| 7D | -13.9% | -1.7% | -12.1% | -13.3% |
| 30D | -16.9% | -7.0% | -9.8% | -14.7% |
| 3M | -14.7% | -0.9% | -13.9% | -14.6% |
| 6M | -23.8% | -20.1% | -3.7% | -18.2% |
| YTD | -10.5% | -13.9% | +3.4% | -6.5% |
| 1Y | -5.1% | -21.1% | +16.0% | +2.0% |
| 3Y | -11.6% | -6.6% | -5.0% | -12.1% |
| All | +54.5% | +9.5% | +45.0% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling