-16.9%
OWL vs PBR
+552.2%
-569.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.4% |
| 7D | -10.1% | +5.4% | -15.5% | -10.8% |
| 30D | -11.9% | +22.9% | -34.8% | -14.7% |
| 3M | +10.7% | +19.6% | -8.9% | +7.5% |
| 6M | +22.1% | +16.5% | +5.7% | +18.3% |
| YTD | -24.8% | +86.7% | -111.5% | -33.5% |
| 1Y | -39.2% | +74.7% | -113.9% | -45.7% |
| 3Y | +1.7% | +102.6% | -100.8% | -12.3% |
| All | -16.9% | +552.2% | -569.0% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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