+75.7%
PEP vs LOW
+236.5%
-160.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | +0.3% | -9.3% | +9.6% | +3.0% |
| 3M | -3.2% | -8.1% | +4.8% | -1.1% |
| 6M | -13.6% | -19.8% | +6.2% | -8.5% |
| YTD | -1.9% | -16.4% | +14.5% | +2.6% |
| 1Y | -0.6% | -24.7% | +24.1% | +6.8% |
| 3Y | -13.6% | -8.8% | -4.8% | -13.2% |
| 5Y | +3.2% | +7.8% | -4.6% | -3.3% |
| All | +75.7% | +236.5% | -160.8% | +23.6% |
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 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