+1.7%
OWL vs PSLV
+165.9%
-164.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.2% |
| 7D | -10.1% | -3.5% | -6.7% | -9.7% |
| 30D | -11.9% | -2.1% | -9.8% | -11.7% |
| 3M | +10.7% | -1.6% | +12.4% | +10.7% |
| 6M | +22.1% | -25.5% | +47.6% | +25.2% |
| YTD | -24.8% | -11.4% | -13.4% | -26.9% |
| 1Y | -39.2% | +48.6% | -87.8% | -48.2% |
| 3Y | +1.7% | +166.9% | -165.1% | -23.5% |
| All | +1.7% | +165.9% | -164.1% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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