+30.9%
OWL vs PEG
+54.4%
-23.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | -10.1% | -0.9% | -9.2% | -9.8% |
| 30D | -11.9% | -3.7% | -8.2% | -10.4% |
| 3M | +10.7% | -7.3% | +18.0% | +14.4% |
| 6M | +22.1% | -10.5% | +32.6% | +27.8% |
| YTD | -24.8% | -7.5% | -17.3% | -22.9% |
| 1Y | -39.2% | -8.7% | -30.5% | -37.3% |
| 3Y | +1.7% | +31.4% | -29.6% | -11.0% |
| 5Y | -15.5% | +37.8% | -53.3% | -27.0% |
| All | +30.9% | +54.4% | -23.5% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling