-16.9%
OWL vs PNR
-21.7%
+4.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -10.1% | -6.0% | -4.1% | -6.2% |
| 30D | -11.9% | -14.0% | +2.0% | -2.4% |
| 3M | +10.7% | -21.7% | +32.4% | +28.0% |
| 6M | +22.1% | -37.3% | +59.4% | +63.4% |
| YTD | -24.8% | -45.1% | +20.3% | +11.3% |
| 1Y | -39.2% | -49.1% | +9.9% | -4.6% |
| 3Y | +1.7% | -14.8% | +16.6% | +6.6% |
| All | -16.9% | -21.7% | +4.8% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling