-26.6%
OWL vs PEGA
-44.4%
+17.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +10.1% | -2.9% | +13.0% | +11.0% |
| 30D | +18.7% | -0.5% | +19.2% | +18.8% |
| 3M | -6.2% | +8.5% | -14.7% | -8.7% |
| 6M | +9.8% | -6.3% | +16.1% | +11.1% |
| YTD | -24.2% | -42.2% | +18.0% | -15.0% |
| 1Y | -26.6% | -43.4% | +16.9% | -16.5% |
| All | -26.6% | -44.4% | +17.9% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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