+30.9%
OWL vs PPG
-17.5%
+48.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -10.1% | -6.2% | -3.9% | -6.6% |
| 30D | -11.9% | -7.9% | -4.0% | -7.5% |
| 3M | +10.7% | -10.2% | +20.9% | +17.5% |
| 6M | +22.1% | +2.7% | +19.5% | +18.6% |
| YTD | -24.8% | +4.9% | -29.7% | -28.6% |
| 1Y | -39.2% | -3.2% | -36.0% | -39.5% |
| 3Y | +1.7% | -17.0% | +18.7% | +8.9% |
| 5Y | -15.5% | -23.3% | +7.8% | -12.4% |
| All | +30.9% | -17.5% | +48.4% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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