+260.9%
PM vs LOW
+303.6%
-42.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -7.1% | +1.0% | -8.0% | -7.3% |
| 30D | -2.8% | +25.6% | -28.4% | -8.7% |
| 3M | +6.3% | +5.3% | +1.0% | +4.6% |
| 6M | +9.6% | +3.7% | +5.9% | +8.1% |
| YTD | +25.6% | -1.9% | +27.5% | +25.2% |
| 1Y | +29.7% | +0.6% | +29.1% | +28.2% |
| 3Y | +147.6% | +26.4% | +121.1% | +124.8% |
| 5Y | +160.1% | +10.1% | +150.0% | +141.0% |
| 10Y | +260.9% | +301.3% | -40.4% | +126.1% |
| All | +260.9% | +303.6% | -42.7% | +126.1% |
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