+28.5%
OWL vs PPL
+56.5%
-28.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.7% |
| 7D | -2.4% | -1.2% | -1.1% | -1.9% |
| 30D | +9.3% | +4.2% | +5.0% | +7.6% |
| 3M | -11.0% | +1.5% | -12.5% | -11.5% |
| 6M | +2.4% | +1.0% | +1.4% | +1.8% |
| YTD | -26.2% | +4.4% | -30.5% | -28.3% |
| 1Y | -27.4% | +0.8% | -28.2% | -28.5% |
| 3Y | -8.7% | +56.5% | -65.2% | -27.7% |
| 5Y | -19.3% | +47.7% | -67.0% | -34.5% |
| All | +28.5% | +56.5% | -28.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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