-4.8%
PEP vs LOW
+28.2%
-33.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | -0.5% |
| 7D | +1.0% | +6.4% | -5.4% | -0.6% |
| 30D | +12.6% | +25.6% | -12.9% | +6.2% |
| 3M | +3.1% | +4.6% | -1.4% | +1.5% |
| 6M | -6.3% | +2.5% | -8.8% | -7.6% |
| YTD | +1.9% | -1.6% | +3.5% | +1.1% |
| 1Y | +3.3% | +1.7% | +1.5% | +1.7% |
| 3Y | -4.8% | +29.4% | -34.3% | -6.4% |
| All | -4.8% | +28.2% | -33.1% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling