-26.6%
OWL vs PENG
+120.5%
-147.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -9.1% | +12.2% | +4.1% |
| 7D | +10.1% | -20.5% | +30.6% | +12.9% |
| 30D | +18.7% | -20.4% | +39.1% | +21.1% |
| 3M | -6.2% | -16.4% | +10.2% | -5.5% |
| 6M | +9.8% | +49.2% | -39.4% | -12.5% |
| YTD | -24.2% | +147.2% | -171.4% | -47.9% |
| 1Y | -26.6% | +124.7% | -151.3% | -48.6% |
| All | -26.6% | +120.5% | -147.1% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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