+0.5%
OWL vs PNC
+129.9%
-129.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -4.9% | -4.7% |
| 7D | -11.9% | -0.9% | -11.0% | -11.3% |
| 30D | -13.7% | -4.4% | -9.3% | -10.8% |
| 3M | +12.3% | +5.3% | +7.0% | +7.5% |
| 6M | +15.0% | +19.6% | -4.6% | -0.4% |
| YTD | -25.7% | +19.1% | -44.9% | -35.8% |
| 1Y | -39.5% | +24.3% | -63.8% | -49.5% |
| All | +0.5% | +129.9% | -129.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 3y: compounded portfolio wealth divided by compounded PNC 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…
3y analysis · Full analysis span regression · 6 months rolling