+124.3%
PM vs LOW
-8.4%
+132.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.5% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -2.6% | -10.1% | +7.5% | -1.0% |
| 3M | +5.8% | -2.9% | +8.6% | +6.3% |
| 6M | +10.6% | -19.4% | +30.0% | +13.3% |
| YTD | +17.2% | -15.4% | +32.6% | +19.5% |
| 1Y | +17.6% | -24.9% | +42.6% | +21.1% |
| 3Y | +124.3% | -7.8% | +132.1% | +124.3% |
| All | +124.3% | -8.4% | +132.6% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling