+34.6%
OWL vs PTC
+13.9%
+20.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -1.6% |
| 7D | -6.4% | -13.6% | +7.2% | +0.4% |
| 30D | -5.0% | -14.7% | +9.7% | +2.5% |
| 3M | +15.4% | -5.9% | +21.3% | +17.3% |
| 6M | +15.5% | -21.1% | +36.6% | +28.0% |
| YTD | -22.7% | -26.0% | +3.3% | -11.5% |
| 1Y | -34.1% | -36.8% | +2.8% | -18.1% |
| 3Y | +5.1% | -10.3% | +15.3% | +7.0% |
| 5Y | -11.5% | +1.2% | -12.6% | -17.4% |
| All | +34.6% | +13.9% | +20.8% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling