-20.8%
OWL vs PEGA
-45.8%
+25.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.1% | -8.6% | +6.5% | +0.6% |
| 30D | +11.6% | -10.1% | +21.7% | +15.1% |
| 3M | -13.8% | -4.7% | -9.0% | -12.9% |
| 6M | +7.8% | -8.0% | +15.8% | +9.1% |
| YTD | -25.8% | -47.1% | +21.3% | -12.1% |
| 1Y | -26.5% | -47.5% | +21.0% | -12.8% |
| 3Y | -9.6% | +40.2% | -49.9% | -26.5% |
| 5Y | -20.8% | -45.7% | +24.9% | -14.3% |
| All | -20.8% | -45.8% | +25.0% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling