-16.9%
OWL vs PSLV
+154.2%
-171.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.2% |
| 7D | -10.1% | -3.5% | -6.7% | -9.6% |
| 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% | +26.9% |
| YTD | -24.8% | -11.4% | -13.4% | -27.3% |
| 1Y | -39.2% | +48.6% | -87.8% | -49.6% |
| 3Y | +1.7% | +166.9% | -165.1% | -30.4% |
| All | -16.9% | +154.2% | -171.1% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling