+42.7%
OWL vs PCOR
-30.9%
+73.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.9% |
| 7D | -2.2% | -9.0% | +6.7% | +1.4% |
| 30D | +3.7% | +4.2% | -0.5% | +1.9% |
| 3M | +17.5% | +14.4% | +3.1% | +10.7% |
| 6M | +18.5% | +0.2% | +18.4% | +15.7% |
| YTD | -16.3% | -20.3% | +3.9% | -11.0% |
| 1Y | -29.7% | -16.1% | -13.6% | -27.2% |
| 3Y | +14.2% | -14.7% | +28.9% | +13.2% |
| 5Y | +2.5% | -43.2% | +45.6% | -0.9% |
| All | +42.7% | -30.9% | +73.7% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling