+13.3%
PCG vs OWL
+22.0%
-8.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.3% | +0.7% |
| 7D | -1.1% | -2.4% | +1.3% | -0.8% |
| 30D | +0.1% | +9.3% | -9.2% | -1.1% |
| 3M | -24.4% | -11.0% | -13.5% | -23.7% |
| 6M | -17.7% | +2.4% | -20.1% | -18.5% |
| YTD | -17.4% | -26.2% | +8.7% | -15.0% |
| 1Y | -19.4% | -27.4% | +8.1% | -16.9% |
| 3Y | -18.6% | -8.7% | -9.9% | -19.9% |
| 5Y | +10.2% | -19.3% | +29.5% | +3.9% |
| All | +13.3% | +22.0% | -8.7% | +2.8% |
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