-11.4%
OWL vs PTC
+31.6%
-43.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | -1.2% | +1.3% | -2.4% | -1.6% |
| 30D | +7.6% | +1.1% | +6.5% | +7.2% |
| 3M | -10.7% | +30.1% | -40.8% | -19.8% |
| 6M | +0.9% | +34.0% | -33.2% | -11.4% |
| YTD | -27.3% | +12.8% | -40.1% | -29.4% |
| 1Y | -27.2% | +10.7% | -37.9% | -28.5% |
| 3Y | -11.4% | +29.6% | -41.1% | -26.7% |
| All | -11.4% | +31.6% | -43.1% | -26.7% |
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