-28.2%
OWL vs PRU
+36.1%
-64.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +1.6% |
| 7D | -4.9% | +2.4% | -7.3% | -7.0% |
| 30D | +7.8% | +6.1% | +1.7% | +2.3% |
| 3M | -12.7% | -0.7% | -11.9% | -12.2% |
| 6M | -2.8% | +22.1% | -24.9% | -19.1% |
| YTD | -30.1% | +9.8% | -39.9% | -36.1% |
| 1Y | -29.1% | +19.4% | -48.4% | -39.9% |
| 3Y | -12.3% | +50.4% | -62.6% | -40.0% |
| All | -28.2% | +36.1% | -64.3% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling