-4.5%
OWL vs PAAS
+117.9%
-122.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | -3.9% | +2.0% | -5.9% | -4.3% |
| 30D | -3.7% | -0.1% | -3.6% | -4.0% |
| 3M | +21.4% | +8.2% | +13.1% | +19.1% |
| 6M | +18.3% | -13.8% | +32.1% | +19.9% |
| YTD | -20.1% | -0.6% | -19.5% | -22.1% |
| 1Y | -32.8% | +44.0% | -76.8% | -39.8% |
| 3Y | +8.6% | +246.6% | -238.0% | -22.6% |
| 5Y | -4.5% | +116.1% | -120.5% | -26.4% |
| All | -4.5% | +117.9% | -122.4% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling