-18.3%
PCG vs OWL
-12.9%
-5.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.2% | +1.5% | +0.6% | +2.0% |
| 30D | +0.8% | +13.4% | -12.7% | -0.5% |
| 3M | -23.8% | -21.2% | -2.6% | -22.3% |
| 6M | -19.6% | +4.0% | -23.6% | -20.6% |
| YTD | -16.7% | -29.0% | +12.3% | -13.6% |
| 1Y | -19.4% | -28.4% | +9.0% | -16.6% |
| 3Y | -18.3% | -14.5% | -3.8% | -17.2% |
| All | -18.3% | -12.9% | -5.4% | -17.2% |
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