+1.6%
PG vs OWL
+0.9%
+0.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.6% |
| 7D | -0.8% | -10.1% | +9.3% | -1.1% |
| 30D | +0.8% | -11.9% | +12.8% | +0.5% |
| 3M | -1.3% | +10.7% | -12.1% | -0.9% |
| 6M | -3.8% | +22.1% | -26.0% | -2.9% |
| YTD | +3.6% | -24.8% | +28.4% | +2.7% |
| 1Y | -5.7% | -39.2% | +33.5% | -7.1% |
| 3Y | +1.6% | +1.7% | -0.2% | +7.2% |
| All | +1.6% | +0.9% | +0.7% | +7.2% |
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