-14.5%
OWL vs PSA
+54.3%
-68.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.5% | -1.4% | +3.0% | +2.0% |
| 30D | +13.4% | +15.2% | -1.7% | +9.3% |
| 3M | -21.2% | +2.2% | -23.5% | -21.9% |
| 6M | +4.0% | +11.7% | -7.6% | +0.8% |
| YTD | -29.0% | +32.0% | -61.0% | -34.2% |
| 1Y | -28.4% | +26.3% | -54.7% | -32.9% |
| 3Y | -14.5% | +52.4% | -66.9% | -28.8% |
| All | -14.5% | +54.3% | -68.9% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 3y: compounded portfolio wealth divided by compounded PSA 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…
3y analysis · Full analysis span regression · 6 months rolling