-11.5%
OWL vs PSKY
-71.8%
+60.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | -2.1% |
| 7D | -6.4% | -6.8% | +0.5% | -5.1% |
| 30D | -5.0% | +10.2% | -15.2% | -6.8% |
| 3M | +15.4% | +0.3% | +15.1% | +15.1% |
| 6M | +15.5% | -7.8% | +23.2% | +16.8% |
| YTD | -22.7% | -23.0% | +0.3% | -19.6% |
| 1Y | -34.1% | -31.6% | -2.4% | -30.4% |
| 3Y | +5.1% | -21.3% | +26.4% | -0.3% |
| 5Y | -11.5% | -71.5% | +60.0% | +15.3% |
| All | -11.5% | -71.8% | +60.4% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling