-11.5%
OWL vs PBF
+817.4%
-828.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -6.4% | +1.4% | -7.7% | -6.5% |
| 30D | -5.0% | +15.8% | -20.8% | -6.7% |
| 3M | +15.4% | +90.3% | -74.9% | +6.2% |
| 6M | +15.5% | +102.8% | -87.3% | +4.4% |
| YTD | -22.7% | +187.3% | -210.0% | -34.0% |
| 1Y | -34.1% | +161.8% | -195.9% | -43.6% |
| 3Y | +5.1% | +55.5% | -50.4% | -8.1% |
| 5Y | -11.5% | +801.9% | -813.4% | -38.3% |
| All | -11.5% | +817.4% | -828.8% | -38.3% |
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