+3,280.0%
PFE vs LOW
+35,323.5%
-32,043.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | +1.8% | -1.7% | +3.5% | +2.1% |
| 30D | +10.2% | -7.0% | +17.3% | +11.9% |
| 3M | +12.7% | -0.9% | +13.6% | +12.7% |
| 6M | +10.5% | -20.1% | +30.6% | +15.6% |
| YTD | +20.2% | -13.9% | +34.1% | +23.5% |
| 1Y | +24.1% | -21.1% | +45.2% | +29.8% |
| 3Y | -3.6% | -6.6% | +3.1% | -3.5% |
| 5Y | -20.9% | +9.4% | -30.2% | -24.6% |
| 10Y | +35.8% | +220.5% | -184.7% | -2.3% |
| All | +3,280.0% | +35,323.5% | -32,043.5% | +801.5% |
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 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