-16.5%
OWL vs PEG
+35.4%
-51.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -11.9% | -0.9% | -11.0% | -11.5% |
| 30D | -13.7% | -2.8% | -11.0% | -12.5% |
| 3M | +12.3% | -6.9% | +19.2% | +16.2% |
| 6M | +15.0% | -11.4% | +26.4% | +21.7% |
| YTD | -25.7% | -7.4% | -18.3% | -23.8% |
| 1Y | -39.5% | -8.3% | -31.2% | -37.6% |
| 3Y | +0.9% | +31.5% | -30.6% | -15.1% |
| 5Y | -16.5% | +38.0% | -54.5% | -32.4% |
| All | -16.5% | +35.4% | -51.9% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling