+129.6%
PCAR vs OWL
+20.1%
+109.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.2% |
| 7D | +3.5% | -1.2% | +4.6% | +3.7% |
| 30D | -2.3% | +7.6% | -9.9% | -4.0% |
| 3M | -19.3% | -10.7% | -8.7% | -17.8% |
| 6M | -7.1% | +0.9% | -8.0% | -8.2% |
| YTD | -2.8% | -27.3% | +24.5% | +2.5% |
| 1Y | +9.3% | -27.2% | +36.4% | +15.1% |
| 3Y | +33.5% | -11.4% | +44.9% | +33.4% |
| 5Y | +112.6% | -20.0% | +132.6% | +104.9% |
| All | +129.6% | +20.1% | +109.5% | +114.5% |
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