+30.9%
OWL vs PBR
+548.3%
-517.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.3% |
| 7D | -10.1% | +5.4% | -15.5% | -10.7% |
| 30D | -11.9% | +22.9% | -34.8% | -14.3% |
| 3M | +10.7% | +19.6% | -8.9% | +7.9% |
| 6M | +22.1% | +16.5% | +5.7% | +18.9% |
| YTD | -24.8% | +86.7% | -111.5% | -32.2% |
| 1Y | -39.2% | +74.7% | -113.9% | -44.7% |
| 3Y | +1.7% | +102.6% | -100.8% | -10.1% |
| 5Y | -15.5% | +566.6% | -582.1% | -35.8% |
| All | +30.9% | +548.3% | -517.4% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling