-13.1%
OWL vs PHM
+155.2%
-168.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.8% |
| 7D | -6.4% | -3.9% | -2.5% | -4.7% |
| 30D | -5.0% | -8.6% | +3.6% | -1.2% |
| 3M | +15.4% | -2.9% | +18.3% | +16.3% |
| 6M | +15.5% | -5.7% | +21.2% | +17.3% |
| YTD | -22.7% | +1.9% | -24.5% | -24.9% |
| 1Y | -34.1% | -12.3% | -21.7% | -31.6% |
| 3Y | +5.1% | +50.8% | -45.7% | -22.4% |
| All | -13.1% | +155.2% | -168.3% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling