+29.2%
OWL vs PENG
+186.2%
-157.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.5% | -2.4% |
| 7D | -2.1% | +1.9% | -4.0% | -3.3% |
| 30D | +11.6% | -37.8% | +49.4% | +21.3% |
| 3M | -13.8% | -14.1% | +0.3% | -13.9% |
| 6M | +7.8% | +13.1% | -5.3% | -5.1% |
| YTD | -25.8% | +151.8% | -177.6% | -48.0% |
| 1Y | -26.5% | +136.0% | -162.5% | -47.8% |
| 3Y | -9.6% | +217.9% | -227.6% | -44.5% |
| 5Y | -20.8% | +64.1% | -84.9% | -49.4% |
| All | +29.2% | +186.2% | -157.0% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling