+19.7%
PEP vs OWL
+22.8%
-3.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | +4.6% | +1.1% | +3.5% | +4.6% |
| 30D | +14.0% | +10.0% | +4.0% | +13.8% |
| 3M | +5.4% | -8.7% | +14.0% | +5.5% |
| 6M | -5.1% | +3.1% | -8.3% | -5.2% |
| YTD | +3.1% | -25.6% | +28.8% | +3.6% |
| 1Y | +4.8% | -25.5% | +30.3% | +5.2% |
| 3Y | -4.1% | -9.4% | +5.3% | -5.6% |
| 5Y | +3.0% | -18.2% | +21.1% | -0.1% |
| All | +19.7% | +22.8% | -3.1% | +11.7% |
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