-20.8%
OWL vs PFG
+99.5%
-120.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.7% |
| 7D | -2.1% | -2.2% | +0.1% | -0.2% |
| 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% | -5.1% |
| YTD | -25.8% | +33.2% | -59.0% | -42.0% |
| 1Y | -26.5% | +40.6% | -67.1% | -45.0% |
| 3Y | -9.6% | +83.3% | -93.0% | -45.8% |
| 5Y | -20.8% | +97.7% | -118.6% | -55.1% |
| All | -20.8% | +99.5% | -120.4% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling