+21.7%
OWL vs PPL
+57.0%
-35.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | -4.9% | +0.4% | -5.4% | -5.1% |
| 30D | +7.8% | +5.4% | +2.3% | +5.7% |
| 3M | -12.7% | +4.3% | -16.9% | -14.0% |
| 6M | -2.8% | -1.3% | -1.5% | -2.6% |
| YTD | -30.1% | +4.7% | -34.8% | -32.2% |
| 1Y | -29.1% | +1.3% | -30.3% | -30.3% |
| 3Y | -12.3% | +57.2% | -69.5% | -30.8% |
| 5Y | -27.5% | +48.2% | -75.8% | -41.2% |
| All | +21.7% | +57.0% | -35.3% | -2.5% |
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