+8.6%
OWL vs PTC
-8.0%
+16.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.5% | +1.0% | -1.8% |
| 7D | -3.9% | -12.8% | +8.9% | +2.7% |
| 30D | -3.7% | -9.8% | +6.1% | +1.3% |
| 3M | +21.4% | -2.1% | +23.5% | +21.2% |
| 6M | +18.3% | -18.1% | +36.4% | +30.6% |
| YTD | -20.1% | -23.5% | +3.4% | -8.3% |
| 1Y | -32.8% | -37.4% | +4.6% | -12.9% |
| 3Y | +8.6% | -7.2% | +15.8% | +9.7% |
| All | +8.6% | -8.0% | +16.6% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling