-20.8%
OWL vs PR
+257.5%
-278.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.9% |
| 7D | -2.1% | -0.5% | -1.7% | -2.0% |
| 30D | +11.6% | -4.6% | +16.2% | +12.5% |
| 3M | -13.8% | +4.7% | -18.5% | -15.7% |
| 6M | +7.8% | +12.4% | -4.6% | +2.5% |
| YTD | -25.8% | +62.9% | -88.6% | -37.7% |
| 1Y | -26.5% | +70.6% | -97.1% | -39.3% |
| 3Y | -9.6% | +90.0% | -99.6% | -28.4% |
| 5Y | -20.8% | +255.5% | -276.4% | -48.5% |
| All | -20.8% | +257.5% | -278.3% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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