+34.6%
OWL vs PPG
-16.2%
+50.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -1.9% |
| 7D | -6.4% | -3.7% | -2.7% | -4.3% |
| 30D | -5.0% | -7.2% | +2.2% | -0.7% |
| 3M | +15.4% | -7.3% | +22.7% | +20.2% |
| 6M | +15.5% | +0.3% | +15.2% | +13.8% |
| YTD | -22.7% | +6.5% | -29.2% | -27.3% |
| 1Y | -34.1% | +0.5% | -34.6% | -36.0% |
| 3Y | +5.1% | -15.3% | +20.4% | +11.0% |
| 5Y | -11.5% | -22.9% | +11.4% | -9.0% |
| All | +34.6% | -16.2% | +50.9% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling