+3,159.9%
PEP vs LOW
+35,323.5%
-32,163.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.9% |
| 7D | -1.4% | -1.7% | +0.3% | -1.1% |
| 30D | +0.2% | -7.0% | +7.3% | +1.7% |
| 3M | -1.1% | -0.9% | -0.2% | -1.0% |
| 6M | -13.5% | -20.1% | +6.6% | -9.8% |
| YTD | -1.2% | -13.9% | +12.7% | +1.4% |
| 1Y | -1.6% | -21.1% | +19.6% | +2.7% |
| 3Y | -12.5% | -6.6% | -5.9% | -12.4% |
| 5Y | +3.0% | +9.4% | -6.3% | -1.2% |
| 10Y | +73.9% | +220.5% | -146.6% | +32.0% |
| All | +3,159.9% | +35,323.5% | -32,163.5% | +676.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling