+8.6%
OWL vs PBF
+62.4%
-53.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -4.8% |
| 7D | -3.9% | +2.4% | -6.3% | -4.2% |
| 30D | -3.7% | +24.9% | -28.5% | -5.8% |
| 3M | +21.4% | +81.9% | -60.5% | +14.0% |
| 6M | +18.3% | +79.4% | -61.0% | +10.5% |
| YTD | -20.1% | +188.3% | -208.4% | -30.7% |
| 1Y | -32.8% | +177.3% | -210.0% | -42.3% |
| 3Y | +8.6% | +56.0% | -47.4% | -10.6% |
| All | +8.6% | +62.4% | -53.8% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling