+0.5%
OWL vs PNR
-14.2%
+14.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.2% |
| 7D | -11.9% | -5.5% | -6.4% | -8.9% |
| 30D | -13.7% | -15.6% | +1.9% | -4.8% |
| 3M | +12.3% | -20.2% | +32.4% | +25.5% |
| 6M | +15.0% | -36.6% | +51.6% | +47.4% |
| YTD | -25.7% | -45.0% | +19.3% | +5.5% |
| 1Y | -39.5% | -47.4% | +7.9% | -11.2% |
| All | +0.5% | -14.2% | +14.7% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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