+34.6%
OWL vs PNC
+103.0%
-68.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.6% |
| 7D | -6.4% | -0.7% | -5.6% | -5.9% |
| 30D | -5.0% | -4.4% | -0.6% | -2.0% |
| 3M | +15.4% | +4.5% | +10.9% | +11.7% |
| 6M | +15.5% | +19.1% | -3.6% | +1.8% |
| YTD | -22.7% | +18.0% | -40.7% | -31.6% |
| 1Y | -34.1% | +24.1% | -58.1% | -43.7% |
| 3Y | +5.1% | +130.0% | -124.9% | -39.6% |
| 5Y | -11.5% | +50.4% | -61.9% | -34.6% |
| All | +34.6% | +103.0% | -68.4% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling