-21.6%
OWL vs PRU
+42.1%
-63.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.8% |
| 7D | +1.5% | +3.6% | -2.1% | -1.5% |
| 30D | +13.4% | +8.9% | +4.6% | +5.4% |
| 3M | -21.2% | +0.2% | -21.4% | -21.4% |
| 6M | +4.0% | +23.7% | -19.7% | -14.3% |
| YTD | -29.0% | +13.7% | -42.7% | -37.0% |
| 1Y | -28.4% | +20.6% | -49.0% | -39.8% |
| 3Y | -14.5% | +56.3% | -70.9% | -43.4% |
| All | -21.6% | +42.1% | -63.7% | -43.1% |
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