+29.3%
OWL vs PSLV
+150.2%
-120.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.3% | -3.1% |
| 7D | -11.9% | -4.9% | -7.0% | -11.2% |
| 30D | -13.7% | -1.9% | -11.8% | -13.5% |
| 3M | +12.3% | +4.2% | +8.1% | +11.3% |
| 6M | +15.0% | -27.6% | +42.6% | +19.8% |
| YTD | -25.7% | -11.7% | -14.1% | -27.7% |
| 1Y | -39.5% | +49.3% | -88.8% | -48.8% |
| 3Y | +0.9% | +167.1% | -166.2% | -27.2% |
| 5Y | -16.5% | +151.7% | -168.2% | -41.5% |
| All | +29.3% | +150.2% | -120.9% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling