+4.0%
OWL vs PRU
+23.7%
-19.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.9% |
| 7D | +0.8% | 0.0% | +0.9% | +0.8% |
| 30D | +7.3% | +7.9% | -0.6% | +2.1% |
| 3M | -16.8% | +0.9% | -17.7% | -17.3% |
| 6M | +4.0% | +22.4% | -18.3% | -10.3% |
| All | +4.0% | +23.7% | -19.6% | -10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling