+39.1%
OWL vs PFGC
+106.0%
-66.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.7% |
| 7D | -3.9% | -2.4% | -1.5% | -2.9% |
| 30D | -3.7% | -15.8% | +12.1% | +3.6% |
| 3M | +21.4% | -0.6% | +22.0% | +20.8% |
| 6M | +18.3% | +10.7% | +7.7% | +11.5% |
| YTD | -20.1% | +7.6% | -27.7% | -24.4% |
| 1Y | -32.8% | -7.8% | -25.0% | -31.6% |
| 3Y | +8.6% | +63.7% | -55.2% | -14.4% |
| 5Y | -4.5% | +112.3% | -116.7% | -32.0% |
| All | +39.1% | +106.0% | -66.9% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling