+13.7%
OWL vs PEGA
+54.5%
-40.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -2.2% | +3.3% | -5.5% | -3.1% |
| 30D | +3.7% | +17.7% | -14.1% | -0.8% |
| 3M | +17.5% | +5.8% | +11.7% | +14.8% |
| 6M | +18.5% | -20.3% | +38.8% | +24.4% |
| YTD | -16.3% | -37.1% | +20.8% | -7.5% |
| 1Y | -29.7% | -30.2% | +0.5% | -24.7% |
| All | +13.7% | +54.5% | -40.8% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling