-20.8%
OWL vs PBF
+420.6%
-441.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.8% |
| 7D | -2.1% | -4.0% | +1.8% | -1.7% |
| 30D | +11.6% | -18.0% | +29.6% | +13.8% |
| 3M | -13.8% | +0.9% | -14.7% | -14.5% |
| 6M | +7.8% | +65.7% | -57.9% | 0.0% |
| YTD | -25.8% | +161.9% | -187.7% | -36.5% |
| 1Y | -26.5% | +77.8% | -104.3% | -33.5% |
| 3Y | -9.6% | +74.9% | -84.5% | -23.0% |
| 5Y | -20.8% | +423.4% | -444.2% | -41.5% |
| All | -20.8% | +420.6% | -441.4% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling