+21.7%
OWL vs PAAS
+52.5%
-30.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | -4.9% | +8.4% | -13.3% | -6.1% |
| 30D | +7.8% | -7.2% | +15.0% | +8.9% |
| 3M | -12.7% | -14.0% | +1.4% | -11.1% |
| 6M | -2.8% | -26.8% | +23.9% | +1.0% |
| YTD | -30.1% | -19.8% | -10.3% | -29.4% |
| 1Y | -29.1% | +22.8% | -51.9% | -33.7% |
| 3Y | -12.3% | +183.6% | -195.9% | -31.4% |
| 5Y | -27.5% | +73.8% | -101.4% | -41.0% |
| All | +21.7% | +52.5% | -30.8% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling