+28.5%
OWL vs PAAS
+57.0%
-28.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.7% | +5.2% |
| 7D | -2.4% | +8.8% | -11.2% | -3.6% |
| 30D | +9.3% | -8.5% | +17.7% | +10.6% |
| 3M | -11.0% | -17.0% | +6.0% | -8.8% |
| 6M | +2.4% | -27.9% | +30.3% | +6.7% |
| YTD | -26.2% | -17.5% | -8.7% | -25.8% |
| 1Y | -27.4% | +22.8% | -50.3% | -32.1% |
| 3Y | -8.7% | +224.2% | -232.9% | -30.1% |
| 5Y | -19.3% | +73.6% | -93.0% | -34.5% |
| All | +28.5% | +57.0% | -28.4% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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