-14.5%
OWL vs PEG
+36.1%
-50.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.7% |
| 7D | +1.5% | +4.5% | -3.0% | -0.5% |
| 30D | +13.4% | +7.5% | +5.9% | +9.8% |
| 3M | -21.2% | +0.8% | -22.1% | -21.6% |
| 6M | +4.0% | 0.0% | +4.0% | +3.5% |
| YTD | -29.0% | -3.0% | -26.0% | -29.1% |
| 1Y | -28.4% | -4.7% | -23.7% | -27.8% |
| 3Y | -14.5% | +36.5% | -51.0% | -16.9% |
| All | -14.5% | +36.1% | -50.7% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling