+35.2%
PFE vs LOW
+225.8%
-190.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -4.3% | -0.6% | -3.7% | -4.1% |
| 30D | +2.7% | -9.3% | +12.0% | +4.9% |
| 3M | +10.0% | -8.1% | +18.1% | +11.8% |
| 6M | +7.2% | -19.8% | +26.9% | +12.0% |
| YTD | +17.3% | -16.4% | +33.7% | +21.3% |
| 1Y | +20.3% | -24.7% | +45.0% | +27.2% |
| 3Y | -1.6% | -8.8% | +7.2% | -1.0% |
| 5Y | -21.4% | +7.8% | -29.1% | -24.9% |
| 10Y | +35.2% | +233.8% | -198.6% | -3.2% |
| All | +35.2% | +225.8% | -190.6% | -3.2% |
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