+18.3%
PEP vs OWL
+22.0%
-3.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | +0.3% |
| 7D | +1.0% | -2.4% | +3.4% | +1.1% |
| 30D | +12.6% | +9.3% | +3.4% | +12.4% |
| 3M | +3.1% | -11.0% | +14.1% | +3.3% |
| 6M | -6.3% | +2.4% | -8.7% | -6.4% |
| YTD | +1.9% | -26.2% | +28.0% | +2.4% |
| 1Y | +3.3% | -27.4% | +30.7% | +3.8% |
| 3Y | -4.8% | -8.7% | +3.8% | -6.4% |
| 5Y | +2.0% | -19.3% | +21.4% | -0.9% |
| All | +18.3% | +22.0% | -3.7% | +10.3% |
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 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