-10.7%
OWL vs PFG
+84.5%
-95.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.7% |
| 7D | -2.1% | -2.2% | +0.1% | -0.1% |
| 30D | +11.6% | +6.4% | +5.2% | +6.4% |
| 3M | -13.8% | +2.2% | -16.0% | -15.5% |
| 6M | +7.8% | +16.3% | -8.4% | -5.4% |
| YTD | -25.8% | +33.2% | -59.0% | -42.4% |
| 1Y | -26.5% | +40.6% | -67.1% | -45.6% |
| All | -10.7% | +84.5% | -95.2% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling