+3,260.6%
PEP vs LOW
+40,369.0%
-37,108.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | -0.3% |
| 7D | +1.0% | +6.4% | -5.4% | -0.2% |
| 30D | +12.6% | +25.6% | -12.9% | +7.5% |
| 3M | +3.1% | +4.6% | -1.4% | +2.1% |
| 6M | -6.3% | +2.5% | -8.8% | -6.9% |
| YTD | +1.9% | -1.6% | +3.5% | +1.8% |
| 1Y | +3.3% | +1.7% | +1.5% | +2.4% |
| 3Y | -4.8% | +29.4% | -34.3% | -10.8% |
| 5Y | +2.0% | +9.6% | -7.6% | -2.2% |
| 10Y | +80.3% | +313.3% | -233.0% | +30.4% |
| All | +3,260.6% | +40,369.0% | -37,108.4% | +679.1% |
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