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  • OWL vs PR✓SelectedUSD · PROWL vs PR performance historyLatest closeAs of-0.76%09/04
Stock and ETF performance explorer

OWL vs PR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+45.7%
PR return
+1,318.3%
Excess return
-1,272.7%
Maximum drawdown
-67.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPRExcessAlpha
1D-0.8%-1.6%+0.8%-0.4%
7D-2.2%+2.9%-5.2%-2.8%
30D+3.7%+18.0%-14.4%0.0%
3M+17.5%+16.9%+0.7%+13.2%
6M+18.5%+28.2%-9.7%+11.3%
YTD-16.3%+69.3%-85.7%-26.2%
1Y-29.7%+69.5%-99.2%-38.2%
3Y+14.2%+81.7%-67.5%-2.0%
5Y+2.5%+422.2%-419.8%-24.9%
All+45.7%+1,318.3%-1,272.7%-3.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling