-26.5%
OWL vs PEGA
-47.0%
+20.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.1% | -8.6% | +6.5% | +0.5% |
| 30D | +11.6% | -10.1% | +21.7% | +14.9% |
| 3M | -13.8% | -4.7% | -9.0% | -12.9% |
| 6M | +7.8% | -8.0% | +15.8% | +9.6% |
| YTD | -25.8% | -47.1% | +21.3% | -14.7% |
| 1Y | -26.5% | -47.5% | +21.0% | -15.2% |
| All | -26.5% | -47.0% | +20.6% | -15.2% |
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