-11.6%
OWL vs PENG
+153.0%
-164.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -23.0% | +15.9% | -2.8% |
| 7D | -5.0% | -36.7% | +31.7% | +2.6% |
| 30D | +9.0% | -42.0% | +51.1% | +18.8% |
| 3M | -12.7% | -33.2% | +20.5% | -8.4% |
| 6M | -4.0% | +2.1% | -6.1% | -15.5% |
| YTD | -29.6% | +90.3% | -119.9% | -48.4% |
| 1Y | -31.9% | +67.7% | -99.6% | -48.6% |
| All | -11.6% | +153.0% | -164.7% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling