-26.6%
OWL vs PCOR
+4.0%
-30.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +19.7% | -16.6% | -2.3% |
| 7D | +10.1% | +21.8% | -11.7% | +3.7% |
| 30D | +18.7% | +39.5% | -20.8% | +7.5% |
| 3M | -6.2% | +35.2% | -41.4% | -14.3% |
| 6M | +9.8% | +21.7% | -12.0% | +2.1% |
| YTD | -24.2% | +3.9% | -28.1% | -29.5% |
| 1Y | -26.6% | +6.9% | -33.5% | -31.3% |
| All | -26.6% | +4.0% | -30.6% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling