+17.4%
PM vs LOW
-20.7%
+38.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.3% |
| 7D | -4.9% | -1.7% | -3.1% | -4.5% |
| 30D | -3.4% | -7.0% | +3.7% | -1.7% |
| 3M | +5.2% | -0.9% | +6.0% | +5.5% |
| 6M | +3.7% | -20.1% | +23.8% | +7.9% |
| YTD | +15.8% | -13.9% | +29.7% | +18.7% |
| 1Y | +17.4% | -21.1% | +38.5% | +21.6% |
| All | +17.4% | -20.7% | +38.0% | +21.6% |
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