+23.6%
OWL vs PFG
+179.1%
-155.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.2% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +7.3% | +5.0% | +2.4% | +4.0% |
| 3M | -16.8% | +0.1% | -16.9% | -16.9% |
| 6M | +4.0% | +13.8% | -9.8% | -5.4% |
| YTD | -29.0% | +31.2% | -60.2% | -42.0% |
| 1Y | -29.7% | +37.1% | -66.7% | -44.3% |
| 3Y | -13.5% | +80.6% | -94.1% | -42.9% |
| 5Y | -21.5% | +93.7% | -115.2% | -48.8% |
| All | +23.6% | +179.1% | -155.5% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling