+13.9%
PEP vs OWL
+27.7%
-13.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.2% |
| 7D | -1.7% | -6.4% | +4.7% | -1.6% |
| 30D | +0.3% | -5.0% | +5.3% | +0.4% |
| 3M | -3.2% | +15.4% | -18.7% | -3.5% |
| 6M | -13.6% | +15.5% | -29.1% | -13.8% |
| YTD | -1.9% | -22.7% | +20.8% | -1.4% |
| 1Y | -0.6% | -34.1% | +33.4% | +0.2% |
| 3Y | -13.6% | +5.1% | -18.7% | -15.5% |
| 5Y | +3.2% | -11.5% | +14.7% | 0.0% |
| All | +13.9% | +27.7% | -13.8% | +6.3% |
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