-39.2%
OWL vs PEG
-8.5%
-30.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | -10.1% | -0.9% | -9.2% | -10.0% |
| 30D | -11.9% | -3.7% | -8.2% | -11.6% |
| 3M | +10.7% | -7.3% | +18.0% | +11.3% |
| 6M | +22.1% | -10.5% | +32.6% | +23.1% |
| YTD | -24.8% | -7.5% | -17.3% | -25.9% |
| 1Y | -39.2% | -8.7% | -30.5% | -39.7% |
| All | -39.2% | -8.5% | -30.7% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling