+34.6%
OWL vs PEGA
-43.0%
+77.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -2.6% |
| 7D | -6.4% | -6.1% | -0.2% | -4.5% |
| 30D | -5.0% | +6.4% | -11.4% | -6.8% |
| 3M | +15.4% | +2.9% | +12.5% | +13.4% |
| 6M | +15.5% | -23.8% | +39.3% | +23.7% |
| YTD | -22.7% | -41.1% | +18.4% | -11.4% |
| 1Y | -34.1% | -38.2% | +4.2% | -25.9% |
| 3Y | +5.1% | +49.8% | -44.8% | -14.8% |
| 5Y | -11.5% | -48.0% | +36.6% | -10.2% |
| All | +34.6% | -43.0% | +77.7% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling