-39.5%
OWL vs PBF
+167.4%
-206.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -3.9% |
| 7D | -11.9% | +2.3% | -14.2% | -11.9% |
| 30D | -13.7% | +11.6% | -25.3% | -13.5% |
| 3M | +12.3% | +81.7% | -69.5% | +15.0% |
| 6M | +15.0% | +96.4% | -81.4% | +18.3% |
| YTD | -25.7% | +189.5% | -215.2% | -22.5% |
| 1Y | -39.5% | +180.7% | -220.2% | -37.7% |
| All | -39.5% | +167.4% | -206.9% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling