-21.5%
OWL vs PPL
+45.5%
-66.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | +0.8% | -2.2% | +3.0% | +1.8% |
| 30D | +7.3% | +1.7% | +5.7% | +6.6% |
| 3M | -16.8% | +0.1% | -17.0% | -16.9% |
| 6M | +4.0% | -1.5% | +5.6% | +4.4% |
| YTD | -29.0% | +3.0% | -32.0% | -31.0% |
| 1Y | -29.7% | -1.4% | -28.2% | -30.2% |
| 3Y | -13.5% | +53.5% | -67.0% | -34.7% |
| 5Y | -21.5% | +46.4% | -67.9% | -41.1% |
| All | -21.5% | +45.5% | -66.9% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling