+171.7%
PGR vs OWL
+24.2%
+147.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.6% |
| 7D | -0.6% | -10.1% | +9.5% | -0.1% |
| 30D | +4.9% | -11.9% | +16.9% | +5.6% |
| 3M | +7.6% | +10.7% | -3.1% | +6.9% |
| 6M | +8.3% | +22.1% | -13.9% | +6.6% |
| YTD | +1.7% | -24.8% | +26.5% | +3.4% |
| 1Y | -6.8% | -39.2% | +32.3% | -4.1% |
| 3Y | +73.4% | +1.7% | +71.7% | +71.0% |
| 5Y | +161.2% | -15.5% | +176.7% | +151.5% |
| All | +171.7% | +24.2% | +147.5% | +174.1% |
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