+23.6%
OWL vs PRU
+104.3%
-80.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.7% |
| 7D | +1.5% | +3.6% | -2.1% | -1.2% |
| 30D | +13.4% | +8.9% | +4.6% | +6.3% |
| 3M | -21.2% | +0.2% | -21.4% | -21.4% |
| 6M | +4.0% | +23.7% | -19.7% | -12.3% |
| YTD | -29.0% | +13.7% | -42.7% | -36.1% |
| 1Y | -28.4% | +20.6% | -49.0% | -38.5% |
| 3Y | -14.5% | +56.3% | -70.9% | -39.0% |
| 5Y | -21.5% | +42.3% | -63.8% | -40.3% |
| All | +23.6% | +104.3% | -80.7% | -14.2% |
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