+4.6%
OWL vs PFGC
+61.7%
-57.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.6% |
| 7D | -6.4% | -3.7% | -2.7% | -4.6% |
| 30D | -5.0% | -16.0% | +11.0% | +3.2% |
| 3M | +15.4% | -4.1% | +19.6% | +16.5% |
| 6M | +15.5% | +8.7% | +6.8% | +8.1% |
| YTD | -22.7% | +6.4% | -29.0% | -27.8% |
| 1Y | -34.1% | -8.4% | -25.7% | -32.0% |
| All | +4.6% | +61.7% | -57.1% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling