+17.0%
PG vs LOW
-0.5%
+17.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.5% | -4.3% | +0.5% |
| 7D | +5.7% | +15.6% | -9.9% | +0.2% |
| 30D | +15.4% | +28.6% | -13.2% | +5.5% |
| 3M | +13.8% | +5.8% | +7.9% | +11.0% |
| 6M | +18.3% | +3.8% | +14.5% | +15.7% |
| YTD | +20.1% | -2.8% | +22.9% | +17.5% |
| 1Y | +17.0% | -1.4% | +18.4% | +14.0% |
| All | +17.0% | -0.5% | +17.5% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling