+10.2%
PCG vs LOW
+9.1%
+1.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.2% |
| 7D | -1.1% | +6.4% | -7.4% | -3.1% |
| 30D | +0.1% | +25.6% | -25.5% | -7.4% |
| 3M | -24.4% | +4.6% | -29.0% | -25.7% |
| 6M | -17.7% | +2.5% | -20.2% | -18.7% |
| YTD | -17.4% | -1.6% | -15.8% | -17.7% |
| 1Y | -19.4% | +1.7% | -21.1% | -20.7% |
| 3Y | -18.6% | +29.4% | -48.0% | -27.9% |
| 5Y | +10.2% | +9.6% | +0.6% | -0.5% |
| All | +10.2% | +9.1% | +1.1% | -0.5% |
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 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