+39.1%
OWL vs PEG
+56.9%
-17.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.8% |
| 7D | -3.9% | +1.0% | -5.0% | -4.4% |
| 30D | -3.7% | -1.9% | -1.8% | -2.9% |
| 3M | +21.4% | -3.7% | +25.1% | +23.2% |
| 6M | +18.3% | -9.4% | +27.8% | +23.2% |
| YTD | -20.1% | -6.0% | -14.1% | -18.7% |
| 1Y | -32.8% | -4.4% | -28.4% | -32.3% |
| 3Y | +8.6% | +33.5% | -25.0% | -5.8% |
| 5Y | -4.5% | +35.7% | -40.2% | -18.0% |
| All | +39.1% | +56.9% | -17.9% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PEG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling