+50.7%
PFE vs LOW
+303.6%
-252.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.0% | +1.0% | -3.9% | -3.2% |
| 30D | +5.2% | +25.6% | -20.4% | +0.1% |
| 3M | +12.2% | +5.3% | +6.9% | +10.8% |
| 6M | +17.8% | +3.7% | +14.1% | +16.4% |
| YTD | +26.2% | -1.9% | +28.0% | +25.9% |
| 1Y | +23.2% | +0.6% | +22.6% | +22.1% |
| 3Y | +21.3% | +26.4% | -5.1% | +13.8% |
| 5Y | -23.1% | +10.1% | -33.2% | -26.9% |
| 10Y | +50.7% | +301.3% | -250.6% | +10.5% |
| All | +50.7% | +303.6% | -252.9% | +10.5% |
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