-21.6%
OWL vs PAYC
-48.2%
+26.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.5% | +4.9% | -3.3% | -0.1% |
| 30D | +13.4% | +4.1% | +9.3% | +11.9% |
| 3M | -21.2% | +11.5% | -32.7% | -24.2% |
| 6M | +4.0% | +85.3% | -81.3% | -17.8% |
| YTD | -29.0% | +57.3% | -86.3% | -40.9% |
| 1Y | -28.4% | +52.6% | -81.0% | -39.8% |
| 3Y | -14.5% | +48.3% | -62.8% | -28.8% |
| All | -21.6% | -48.2% | +26.6% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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