+29.3%
OWL vs PFGC
+100.8%
-71.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.4% |
| 7D | -11.9% | -4.8% | -7.1% | -9.9% |
| 30D | -13.7% | -17.2% | +3.5% | -6.4% |
| 3M | +12.3% | -6.3% | +18.6% | +14.8% |
| 6M | +15.0% | +8.8% | +6.2% | +9.2% |
| YTD | -25.7% | +4.9% | -30.7% | -28.9% |
| 1Y | -39.5% | -9.5% | -30.0% | -37.9% |
| 3Y | +0.9% | +59.6% | -58.7% | -19.5% |
| 5Y | -16.5% | +113.5% | -130.0% | -40.2% |
| All | +29.3% | +100.8% | -71.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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