-5.1%
PCG vs OWL
-29.1%
+24.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.4% |
| 7D | -13.9% | -2.2% | -11.6% | -13.9% |
| 30D | -16.9% | +3.7% | -20.5% | -17.0% |
| 3M | -14.7% | +17.5% | -32.3% | -15.1% |
| 6M | -23.8% | +18.5% | -42.4% | -23.8% |
| YTD | -10.5% | -16.3% | +5.8% | -8.0% |
| 1Y | -5.1% | -29.7% | +24.6% | -1.7% |
| All | -5.1% | -29.1% | +24.0% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling