+23.6%
OWL vs PEG
+61.9%
-38.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 3M | -21.2% | +0.8% | -22.1% | -21.6% |
| 6M | +4.0% | 0.0% | +4.0% | +3.7% |
| YTD | -29.0% | -3.0% | -26.0% | -28.8% |
| 1Y | -28.4% | -4.7% | -23.7% | -27.6% |
| 3Y | -14.5% | +36.5% | -51.0% | -26.5% |
| 5Y | -21.5% | +44.4% | -65.8% | -33.7% |
| All | +23.6% | +61.9% | -38.3% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling