+30.9%
OWL vs PSKY
-66.4%
+97.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.9% |
| 7D | -10.1% | -2.4% | -7.7% | -9.8% |
| 30D | -11.9% | +11.6% | -23.5% | -13.4% |
| 3M | +10.7% | +1.5% | +9.2% | +10.3% |
| 6M | +22.1% | +7.7% | +14.4% | +20.4% |
| YTD | -24.8% | -20.1% | -4.7% | -23.0% |
| 1Y | -39.2% | -38.3% | -0.9% | -35.4% |
| 3Y | +1.7% | -17.7% | +19.5% | -2.1% |
| 5Y | -15.5% | -69.9% | +54.4% | -10.8% |
| All | +30.9% | -66.4% | +97.3% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling