+45.7%
OWL vs PSKY
-65.6%
+111.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.5% |
| 7D | -2.2% | -0.2% | -2.1% | -2.2% |
| 30D | +3.7% | +24.0% | -20.3% | +0.3% |
| 3M | +17.5% | +2.2% | +15.3% | +16.9% |
| 6M | +18.5% | -9.0% | +27.5% | +19.7% |
| YTD | -16.3% | -18.1% | +1.8% | -14.6% |
| 1Y | -29.7% | -25.1% | -4.6% | -27.7% |
| 3Y | +14.2% | -16.3% | +30.5% | +9.6% |
| 5Y | +2.5% | -70.4% | +72.9% | +7.5% |
| All | +45.7% | -65.6% | +111.2% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling