+39.1%
OWL vs PENG
+198.1%
-159.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -3.9% | +7.8% | -11.7% | -5.6% |
| 30D | -3.7% | -12.2% | +8.5% | -1.1% |
| 3M | +21.4% | -20.6% | +42.0% | +23.2% |
| 6M | +18.3% | +180.9% | -162.6% | -16.5% |
| YTD | -20.1% | +162.3% | -182.4% | -42.7% |
| 1Y | -32.8% | +107.3% | -140.1% | -49.3% |
| 3Y | +8.6% | +110.8% | -102.2% | -26.6% |
| 5Y | -4.5% | +117.8% | -122.3% | -38.9% |
| All | +39.1% | +198.1% | -159.0% | -10.0% |
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