-29.7%
OWL vs PCOR
-14.7%
-15.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.6% |
| 7D | -2.2% | -9.0% | +6.7% | +0.7% |
| 30D | +3.7% | +4.2% | -0.5% | +2.4% |
| 3M | +17.5% | +14.4% | +3.1% | +12.6% |
| 6M | +18.5% | +0.2% | +18.4% | +16.3% |
| YTD | -16.3% | -20.3% | +3.9% | -11.3% |
| 1Y | -29.7% | -16.1% | -13.6% | -27.2% |
| All | -29.7% | -14.7% | -15.0% | -27.2% |
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