-11.5%
OWL vs PFG
+109.8%
-121.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.5% |
| 7D | -6.4% | +3.2% | -9.6% | -8.9% |
| 30D | -5.0% | +0.9% | -5.9% | -5.9% |
| 3M | +15.4% | +7.7% | +7.7% | +8.2% |
| 6M | +15.5% | +29.0% | -13.5% | -6.5% |
| YTD | -22.7% | +32.5% | -55.1% | -39.0% |
| 1Y | -34.1% | +47.3% | -81.4% | -52.5% |
| 3Y | +5.1% | +68.2% | -63.2% | -32.0% |
| 5Y | -11.5% | +108.5% | -119.9% | -50.8% |
| All | -11.5% | +109.8% | -121.3% | -50.8% |
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