+95.5%
PEP vs LOW
+292.8%
-197.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.9% | +1.4% | +1.5% | +2.5% |
| 30D | +12.5% | +21.7% | -9.2% | +6.3% |
| 3M | +4.5% | +5.0% | -0.5% | +2.9% |
| 6M | -0.5% | +4.6% | -5.1% | -2.1% |
| YTD | +4.4% | -3.5% | +7.9% | +4.7% |
| 1Y | +4.4% | +0.5% | +3.8% | +3.3% |
| 3Y | -3.4% | +24.8% | -28.2% | -11.4% |
| 5Y | +5.2% | +6.5% | -1.3% | -0.9% |
| All | +95.5% | +292.8% | -197.3% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling