+116.4%
PCAR vs OWL
-23.9%
+140.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -1.9% | +2.4% |
| 7D | +2.9% | -2.4% | +5.3% | +3.4% |
| 30D | -2.1% | +9.3% | -11.4% | -4.4% |
| 3M | -20.4% | -11.0% | -9.4% | -18.6% |
| 6M | -7.0% | +2.4% | -9.4% | -8.5% |
| YTD | -2.6% | -26.2% | +23.5% | +3.3% |
| 1Y | +9.8% | -27.4% | +37.2% | +16.9% |
| 3Y | +37.3% | -8.7% | +45.9% | +34.4% |
| 5Y | +116.4% | -19.3% | +135.8% | +108.4% |
| All | +116.4% | -23.9% | +140.3% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling