-16.9%
OWL vs PNC
+51.4%
-68.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.8% |
| 7D | -10.1% | -0.6% | -9.6% | -9.7% |
| 30D | -11.9% | -4.4% | -7.5% | -8.9% |
| 3M | +10.7% | +5.2% | +5.5% | +6.1% |
| 6M | +22.1% | +20.6% | +1.5% | +4.9% |
| YTD | -24.8% | +19.8% | -44.6% | -35.3% |
| 1Y | -39.2% | +24.4% | -63.6% | -49.3% |
| 3Y | +1.7% | +131.2% | -129.5% | -47.0% |
| All | -16.9% | +51.4% | -68.3% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling