+39.1%
OWL vs PAYC
-47.2%
+86.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.4% | +0.9% | -2.9% |
| 7D | -3.9% | -7.9% | +4.0% | -1.5% |
| 30D | -3.7% | +2.1% | -5.8% | -4.2% |
| 3M | +21.4% | +61.8% | -40.4% | +2.8% |
| 6M | +18.3% | +59.9% | -41.6% | -0.1% |
| YTD | -20.1% | +38.5% | -58.6% | -29.5% |
| 1Y | -32.8% | -1.4% | -31.4% | -34.0% |
| 3Y | +8.6% | -21.0% | +29.6% | +9.4% |
| 5Y | -4.5% | -52.9% | +48.5% | +1.6% |
| All | +39.1% | -47.2% | +86.3% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling