+37.3%
PCAR vs OWL
-9.3%
+46.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -1.9% | +2.5% |
| 7D | +2.9% | -2.4% | +5.3% | +3.4% |
| 30D | -2.1% | +9.3% | -11.4% | -4.2% |
| 3M | -20.4% | -11.0% | -9.4% | -18.7% |
| 6M | -7.0% | +2.4% | -9.4% | -8.4% |
| YTD | -2.6% | -26.2% | +23.5% | +4.3% |
| 1Y | +9.8% | -27.4% | +37.2% | +18.0% |
| 3Y | +37.3% | -8.7% | +45.9% | +38.0% |
| All | +37.3% | -9.3% | +46.6% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling