+73.4%
PGR vs OWL
+0.9%
+72.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.6% |
| 7D | -0.6% | -10.1% | +9.5% | -0.3% |
| 30D | +4.9% | -11.9% | +16.9% | +5.3% |
| 3M | +7.6% | +10.7% | -3.1% | +7.3% |
| 6M | +8.3% | +22.1% | -13.9% | +7.0% |
| YTD | +1.7% | -24.8% | +26.5% | +3.6% |
| 1Y | -6.8% | -39.2% | +32.3% | -3.9% |
| 3Y | +73.4% | +1.7% | +71.7% | +87.9% |
| All | +73.4% | +0.9% | +72.5% | +87.9% |
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 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