+14.7%
PEP vs OWL
+38.2%
-23.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.4% | -2.2% | +0.8% | -1.4% |
| 30D | +0.2% | +3.7% | -3.5% | +0.2% |
| 3M | -1.1% | +17.5% | -18.6% | -1.4% |
| 6M | -13.5% | +18.5% | -32.0% | -13.8% |
| YTD | -1.2% | -16.3% | +15.1% | -0.9% |
| 1Y | -1.6% | -29.7% | +28.2% | -0.8% |
| 3Y | -12.5% | +14.2% | -26.7% | -14.6% |
| 5Y | +3.0% | +2.5% | +0.5% | -0.5% |
| All | +14.7% | +38.2% | -23.5% | +6.9% |
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