-21.0%
PCG vs OWL
-13.7%
-7.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -1.6% | -4.9% | +3.3% | -1.1% |
| 30D | +1.4% | +7.8% | -6.4% | +0.6% |
| 3M | -23.4% | -12.7% | -10.7% | -22.8% |
| 6M | -19.4% | -2.8% | -16.6% | -19.8% |
| YTD | -18.5% | -30.1% | +11.6% | -15.3% |
| 1Y | -19.5% | -29.1% | +9.5% | -16.7% |
| 3Y | -21.0% | -12.3% | -8.7% | -21.1% |
| All | -21.0% | -13.7% | -7.3% | -21.1% |
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