-12.3%
OWL vs PCOR
+43.8%
-56.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -4.9% | +22.7% | -27.7% | -12.9% |
| 30D | +7.8% | +37.5% | -29.7% | -5.7% |
| 3M | -12.7% | +35.2% | -47.9% | -23.4% |
| 6M | -2.8% | +42.2% | -45.0% | -17.2% |
| YTD | -30.1% | +3.6% | -33.6% | -32.9% |
| 1Y | -29.1% | -4.8% | -24.3% | -29.2% |
| 3Y | -12.3% | +48.3% | -60.6% | -25.9% |
| All | -12.3% | +43.8% | -56.1% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling