+75.7%
PEP vs LOW
+233.1%
-157.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -1.4% | -2.6% | +1.3% | -0.6% |
| 30D | -0.2% | -11.1% | +10.9% | +3.1% |
| 3M | -4.3% | -8.5% | +4.2% | -2.0% |
| 6M | -13.2% | -20.8% | +7.7% | -7.7% |
| YTD | -1.9% | -17.2% | +15.3% | +2.8% |
| 1Y | -0.3% | -24.7% | +24.4% | +7.1% |
| 3Y | -13.6% | -9.7% | -3.9% | -12.9% |
| 5Y | +3.4% | +6.0% | -2.6% | -2.7% |
| All | +75.7% | +233.1% | -157.4% | +23.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling