-11.5%
OWL vs PFGC
+111.7%
-123.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.6% |
| 7D | -6.4% | -3.7% | -2.7% | -4.5% |
| 30D | -5.0% | -16.0% | +11.0% | +3.4% |
| 3M | +15.4% | -4.1% | +19.6% | +16.9% |
| 6M | +15.5% | +8.7% | +6.8% | +8.7% |
| YTD | -22.7% | +6.4% | -29.0% | -27.2% |
| 1Y | -34.1% | -8.4% | -25.7% | -32.5% |
| 3Y | +5.1% | +61.8% | -56.7% | -21.0% |
| 5Y | -11.5% | +108.7% | -120.2% | -42.1% |
| All | -11.5% | +111.7% | -123.1% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling