-26.0%
OWL vs PCOR
-4.3%
-21.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.1% |
| 7D | -2.4% | +22.2% | -24.6% | -8.6% |
| 30D | +9.3% | +36.0% | -26.8% | -1.2% |
| 3M | -11.0% | +34.0% | -45.0% | -19.2% |
| 6M | +2.4% | +43.5% | -41.1% | -9.0% |
| YTD | -26.2% | +5.1% | -31.3% | -25.5% |
| All | -26.0% | -4.3% | -21.7% | -19.5% |
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