-22.2%
PFE vs LOW
+8.3%
-30.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | -2.7% | +0.4% | -3.0% | -2.7% |
| 30D | +3.8% | -10.1% | +13.9% | +6.3% |
| 3M | +10.4% | -2.9% | +13.2% | +10.8% |
| 6M | +6.3% | -19.4% | +25.7% | +11.1% |
| YTD | +17.4% | -15.4% | +32.8% | +21.2% |
| 1Y | +21.1% | -24.9% | +46.1% | +28.4% |
| 3Y | -1.6% | -7.8% | +6.2% | -0.9% |
| 5Y | -22.2% | +8.4% | -30.5% | -28.3% |
| All | -22.2% | +8.3% | -30.4% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling