+45.7%
OWL vs PPL
+52.7%
-7.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.2% | +2.7% | -4.9% | -3.2% |
| 30D | +3.7% | +0.5% | +3.2% | +3.5% |
| 3M | +17.5% | +0.7% | +16.9% | +16.9% |
| 6M | +18.5% | -7.6% | +26.1% | +21.2% |
| YTD | -16.3% | +1.8% | -18.2% | -18.0% |
| 1Y | -29.7% | -0.8% | -29.0% | -30.4% |
| 3Y | +14.2% | +56.9% | -42.7% | -10.3% |
| 5Y | +2.5% | +39.5% | -37.0% | -16.1% |
| All | +45.7% | +52.7% | -7.0% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling