+29.4%
OWL vs PTC
+73.6%
-44.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +1.1% | +1.3% | -0.2% | +0.6% |
| 30D | +10.0% | +1.1% | +8.9% | +9.6% |
| 3M | -8.7% | +30.1% | -38.8% | -20.3% |
| 6M | +3.1% | +34.0% | -30.9% | -12.3% |
| YTD | -25.6% | +12.8% | -38.5% | -31.2% |
| 1Y | -25.5% | +10.7% | -36.2% | -30.5% |
| 3Y | -9.4% | +29.6% | -39.1% | -23.4% |
| 5Y | -18.2% | +63.5% | -81.7% | -38.8% |
| All | +29.4% | +73.6% | -44.2% | -0.5% |
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