+39.1%
OWL vs PSA
+68.6%
-29.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -3.9% | -0.4% | -3.5% | -3.8% |
| 30D | -3.7% | -8.2% | +4.5% | -0.4% |
| 3M | +21.4% | -2.1% | +23.5% | +22.1% |
| 6M | +18.3% | -0.2% | +18.6% | +17.8% |
| YTD | -20.1% | +18.5% | -38.6% | -26.1% |
| 1Y | -32.8% | +6.6% | -39.4% | -35.1% |
| 3Y | +8.6% | +24.5% | -15.9% | -5.7% |
| 5Y | -4.5% | +13.6% | -18.0% | -12.5% |
| All | +39.1% | +68.6% | -29.6% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling