+30.9%
OWL vs PHM
+193.2%
-162.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +0.6% |
| 7D | -10.1% | -5.0% | -5.2% | -8.3% |
| 30D | -11.9% | -8.4% | -3.5% | -8.8% |
| 3M | +10.7% | -4.4% | +15.2% | +12.3% |
| 6M | +22.1% | -3.7% | +25.9% | +22.9% |
| YTD | -24.8% | +1.3% | -26.1% | -26.4% |
| 1Y | -39.2% | -14.0% | -25.2% | -36.6% |
| 3Y | +1.7% | +48.1% | -46.4% | -19.4% |
| 5Y | -15.5% | +158.8% | -174.3% | -49.9% |
| All | +30.9% | +193.2% | -162.3% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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