+45.7%
OWL vs PENG
+200.8%
-155.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -2.2% |
| 7D | -2.2% | +4.5% | -6.8% | -3.3% |
| 30D | +3.7% | -7.1% | +10.8% | +5.0% |
| 3M | +17.5% | -27.3% | +44.8% | +21.5% |
| 6M | +18.5% | +169.6% | -151.0% | -15.4% |
| YTD | -16.3% | +164.6% | -181.0% | -40.2% |
| 1Y | -29.7% | +109.5% | -139.2% | -47.2% |
| 3Y | +14.2% | +98.9% | -84.8% | -21.4% |
| 5Y | +2.5% | +116.3% | -113.8% | -34.6% |
| All | +45.7% | +200.8% | -155.1% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling