-17.9%
OWL vs PENG
+63.3%
-81.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.5% | -2.6% |
| 7D | -2.1% | +1.9% | -4.0% | -3.4% |
| 30D | +11.6% | -37.8% | +49.4% | +22.0% |
| 3M | -13.8% | -14.1% | +0.3% | -14.0% |
| 6M | +7.8% | +13.1% | -5.3% | -6.5% |
| YTD | -25.8% | +151.8% | -177.6% | -50.1% |
| 1Y | -26.5% | +136.0% | -162.5% | -49.8% |
| 3Y | -9.6% | +217.9% | -227.6% | -48.5% |
| All | -17.9% | +63.3% | -81.3% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling