+45.7%
OWL vs PRU
+101.8%
-56.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | 0.0% |
| 7D | -2.2% | +1.9% | -4.1% | -3.7% |
| 30D | +3.7% | +2.7% | +1.0% | +1.4% |
| 3M | +17.5% | +19.5% | -1.9% | +1.8% |
| 6M | +18.5% | +26.6% | -8.1% | -2.0% |
| YTD | -16.3% | +12.3% | -28.7% | -24.0% |
| 1Y | -29.7% | +18.0% | -47.8% | -38.6% |
| 3Y | +14.2% | +47.0% | -32.9% | -14.9% |
| 5Y | +2.5% | +48.4% | -45.9% | -22.4% |
| All | +45.7% | +101.8% | -56.1% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling