+165.1%
PCAR vs OWL
+27.7%
+137.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.2% |
| 7D | -0.2% | -6.4% | +6.2% | +1.1% |
| 30D | -6.9% | -5.0% | -1.9% | -6.1% |
| 3M | +2.1% | +15.4% | -13.3% | -1.3% |
| 6M | +1.6% | +15.5% | -13.9% | -2.7% |
| YTD | +12.2% | -22.7% | +34.9% | +17.2% |
| 1Y | +28.0% | -34.1% | +62.1% | +38.2% |
| 3Y | +61.0% | +5.1% | +55.9% | +55.8% |
| 5Y | +163.9% | -11.5% | +175.4% | +151.5% |
| All | +165.1% | +27.7% | +137.3% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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