+763.1%
PM vs LOW
+1,309.2%
-546.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.3% |
| 7D | -4.9% | -1.7% | -3.1% | -4.4% |
| 30D | -3.4% | -7.0% | +3.7% | -1.3% |
| 3M | +5.2% | -0.9% | +6.0% | +5.3% |
| 6M | +3.7% | -20.1% | +23.8% | +10.2% |
| YTD | +15.8% | -13.9% | +29.7% | +20.1% |
| 1Y | +17.4% | -21.1% | +38.5% | +24.7% |
| 3Y | +116.9% | -6.6% | +123.6% | +115.1% |
| 5Y | +117.3% | +9.4% | +108.0% | +100.3% |
| 10Y | +193.8% | +220.5% | -26.7% | +80.5% |
| All | +763.1% | +1,309.2% | -546.1% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling