+17.0%
PG vs OWL
-28.0%
+45.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +3.2% |
| 7D | +5.7% | +10.1% | -4.4% | +5.7% |
| 30D | +15.4% | +18.7% | -3.3% | +15.4% |
| 3M | +13.8% | -6.2% | +20.0% | +13.3% |
| 6M | +18.3% | +9.8% | +8.5% | +18.5% |
| YTD | +20.1% | -24.2% | +44.3% | +17.2% |
| 1Y | +17.0% | -26.6% | +43.6% | +13.7% |
| All | +17.0% | -28.0% | +45.0% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling