+211.8%
PM vs LOW
+225.8%
-14.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | -0.2% | -9.3% | +9.1% | +2.4% |
| 3M | +4.9% | -8.1% | +13.0% | +7.1% |
| 6M | +9.0% | -19.8% | +28.8% | +15.0% |
| YTD | +17.8% | -16.4% | +34.1% | +22.7% |
| 1Y | +16.8% | -24.7% | +41.5% | +24.9% |
| 3Y | +125.4% | -8.8% | +134.3% | +124.8% |
| 5Y | +128.7% | +7.8% | +120.9% | +111.6% |
| 10Y | +211.8% | +233.8% | -22.0% | +109.9% |
| All | +211.8% | +225.8% | -14.0% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling