-29.1%
OWL vs PPL
+1.2%
-30.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.7% |
| 7D | -4.9% | +0.4% | -5.4% | -4.9% |
| 30D | +7.8% | +5.4% | +2.3% | +8.2% |
| 3M | -12.7% | +4.3% | -16.9% | -12.6% |
| 6M | -2.8% | -1.3% | -1.5% | -4.3% |
| YTD | -30.1% | +4.7% | -34.8% | -32.3% |
| 1Y | -29.1% | +1.3% | -30.3% | -30.3% |
| All | -29.1% | +1.2% | -30.3% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling