+162.6%
PM vs LOW
+6.6%
+156.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +0.5% | +1.4% | -0.9% | +0.3% |
| 30D | -3.2% | +21.7% | -24.9% | -6.4% |
| 3M | +6.2% | +5.0% | +1.2% | +5.2% |
| 6M | +7.7% | +4.6% | +3.1% | +6.5% |
| YTD | +27.3% | -3.5% | +30.8% | +27.2% |
| 1Y | +32.8% | +0.5% | +32.2% | +31.9% |
| 3Y | +150.0% | +24.8% | +125.2% | +135.5% |
| All | +162.6% | +6.6% | +156.0% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling