+24.0%
OWL vs PCOR
-9.2%
+33.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.4% |
| 7D | -1.2% | +20.7% | -21.9% | -8.7% |
| 30D | +7.6% | +35.7% | -28.1% | -5.1% |
| 3M | -10.7% | +31.1% | -41.7% | -20.5% |
| 6M | +0.9% | +43.1% | -42.3% | -14.2% |
| YTD | -27.3% | +4.8% | -32.1% | -31.2% |
| 1Y | -27.2% | -3.7% | -23.5% | -28.6% |
| 3Y | -11.4% | +46.5% | -58.0% | -28.8% |
| 5Y | -20.0% | -17.3% | -2.7% | -31.7% |
| All | +24.0% | -9.2% | +33.2% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling