+29.3%
OWL vs PBF
+928.8%
-899.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.0% |
| 7D | -11.9% | +2.3% | -14.2% | -12.1% |
| 30D | -13.7% | +11.6% | -25.3% | -14.6% |
| 3M | +12.3% | +81.7% | -69.5% | +5.8% |
| 6M | +15.0% | +96.4% | -81.4% | +6.9% |
| YTD | -25.7% | +189.5% | -215.2% | -34.0% |
| 1Y | -39.5% | +180.7% | -220.2% | -46.5% |
| 3Y | +0.9% | +56.6% | -55.7% | -9.2% |
| 5Y | -16.5% | +802.0% | -818.5% | -31.3% |
| All | +29.3% | +928.8% | -899.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling