+46.2%
PFE vs LOW
+309.5%
-263.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -0.7% | +8.7% | -9.4% | -2.5% |
| 30D | +5.3% | +25.5% | -20.1% | +0.2% |
| 3M | +10.1% | +6.6% | +3.5% | +8.4% |
| 6M | +18.0% | +2.4% | +15.6% | +17.0% |
| YTD | +25.8% | -1.7% | +27.5% | +25.4% |
| 1Y | +28.4% | +1.7% | +26.7% | +27.0% |
| 3Y | +20.9% | +26.6% | -5.7% | +13.4% |
| 5Y | -21.5% | +10.1% | -31.7% | -25.4% |
| 10Y | +46.2% | +303.3% | -257.1% | +7.1% |
| All | +46.2% | +309.5% | -263.3% | +7.1% |
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 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