-12.5%
PEP vs OWL
+9.9%
-22.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +0.5% |
| 7D | +0.1% | -3.9% | +4.0% | 0.0% |
| 30D | +0.7% | -3.7% | +4.3% | +0.6% |
| 3M | -0.5% | +21.4% | -21.9% | +0.2% |
| 6M | -11.3% | +18.3% | -29.7% | -10.7% |
| YTD | -0.6% | -20.1% | +19.5% | -1.1% |
| 1Y | +1.7% | -32.8% | +34.4% | +1.0% |
| 3Y | -12.5% | +8.6% | -21.0% | -8.1% |
| All | -12.5% | +9.9% | -22.4% | -8.1% |
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