+28.5%
OWL vs PRU
+101.8%
-73.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.2% | +3.7% |
| 7D | -2.4% | +3.2% | -5.5% | -4.7% |
| 30D | +9.3% | +7.9% | +1.4% | +3.1% |
| 3M | -11.0% | +1.8% | -12.8% | -12.2% |
| 6M | +2.4% | +24.1% | -21.7% | -13.9% |
| YTD | -26.2% | +12.4% | -38.5% | -32.9% |
| 1Y | -27.4% | +20.9% | -48.4% | -37.8% |
| 3Y | -8.7% | +55.5% | -64.2% | -34.5% |
| 5Y | -19.3% | +42.7% | -62.0% | -38.3% |
| All | +28.5% | +101.8% | -73.3% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling