+34.6%
OWL vs PNR
+19.4%
+15.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.0% |
| 7D | -6.4% | -3.9% | -2.5% | -4.0% |
| 30D | -5.0% | -13.8% | +8.8% | +4.2% |
| 3M | +15.4% | -22.5% | +38.0% | +32.9% |
| 6M | +15.5% | -37.2% | +52.6% | +50.8% |
| YTD | -22.7% | -44.2% | +21.5% | +9.6% |
| 1Y | -34.1% | -46.6% | +12.6% | -3.7% |
| 3Y | +5.1% | -12.5% | +17.6% | +10.2% |
| 5Y | -11.5% | -19.3% | +7.9% | -21.5% |
| All | +34.6% | +19.4% | +15.2% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling