+22.8%
PCG vs OWL
+38.2%
-15.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | -13.9% | -2.2% | -11.6% | -13.7% |
| 30D | -16.9% | +3.7% | -20.5% | -17.4% |
| 3M | -14.7% | +17.5% | -32.3% | -16.7% |
| 6M | -23.8% | +18.5% | -42.4% | -25.9% |
| YTD | -10.5% | -16.3% | +5.8% | -9.0% |
| 1Y | -5.1% | -29.7% | +24.6% | -1.4% |
| 3Y | -11.6% | +14.2% | -25.8% | -15.4% |
| 5Y | +59.0% | +2.5% | +56.5% | +47.9% |
| All | +22.8% | +38.2% | -15.4% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling