+23.6%
OWL vs PHM
+215.6%
-192.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.5% | -4.1% | +5.7% | +3.3% |
| 30D | +13.4% | +16.1% | -2.7% | +6.9% |
| 3M | -21.2% | -2.5% | -18.7% | -20.5% |
| 6M | +4.0% | +12.9% | -8.9% | -1.3% |
| YTD | -29.0% | +9.0% | -38.0% | -32.6% |
| 1Y | -28.4% | +8.2% | -36.6% | -31.9% |
| 3Y | -14.5% | +58.4% | -73.0% | -33.9% |
| 5Y | -21.5% | +159.2% | -180.6% | -54.6% |
| All | +23.6% | +215.6% | -192.0% | -29.4% |
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