+20.1%
OWL vs PCOR
-10.0%
+30.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.1% |
| 7D | -5.0% | +23.7% | -28.7% | -13.1% |
| 30D | +9.0% | +39.0% | -30.0% | -4.8% |
| 3M | -12.7% | +35.8% | -48.5% | -23.4% |
| 6M | -4.0% | +38.2% | -42.3% | -17.2% |
| YTD | -29.6% | +3.9% | -33.5% | -33.2% |
| 1Y | -31.9% | +5.7% | -37.6% | -36.2% |
| 3Y | -13.1% | +44.8% | -57.9% | -29.9% |
| 5Y | -27.0% | -19.8% | -7.2% | -37.4% |
| All | +20.1% | -10.0% | +30.1% | +1.7% |
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 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