+3.7%
PEP vs LOW
-0.5%
+4.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.5% | -3.7% | +1.3% |
| 7D | +7.4% | +15.6% | -8.2% | +2.6% |
| 30D | +13.3% | +28.6% | -15.3% | +4.9% |
| 3M | +3.5% | +5.8% | -2.4% | +1.0% |
| 6M | -5.9% | +3.8% | -9.7% | -8.0% |
| YTD | +2.3% | -2.8% | +5.0% | +1.6% |
| 1Y | +3.7% | -1.4% | +5.1% | +3.2% |
| All | +3.7% | -0.5% | +4.2% | +3.2% |
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