+3,372.6%
PFE vs LOW
+40,369.0%
-36,996.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -1.3% |
| 7D | -4.7% | +6.4% | -11.1% | -6.0% |
| 30D | +3.4% | +25.6% | -22.2% | -1.7% |
| 3M | +9.2% | +4.6% | +4.7% | +8.0% |
| 6M | +15.8% | +2.5% | +13.3% | +14.7% |
| YTD | +23.4% | -1.6% | +25.1% | +23.0% |
| 1Y | +25.8% | +1.7% | +24.1% | +24.4% |
| 3Y | +17.8% | +29.4% | -11.6% | +9.7% |
| 5Y | -20.2% | +9.6% | -29.8% | -24.0% |
| 10Y | +49.6% | +313.3% | -263.7% | +1.6% |
| All | +3,372.6% | +40,369.0% | -36,996.4% | +798.5% |
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