-20.0%
OWL vs PTC
+61.7%
-81.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | -1.2% | +1.3% | -2.4% | -1.7% |
| 30D | +7.6% | +1.1% | +6.5% | +7.1% |
| 3M | -10.7% | +30.1% | -40.8% | -23.4% |
| 6M | +0.9% | +34.0% | -33.2% | -16.1% |
| YTD | -27.3% | +12.8% | -40.1% | -33.0% |
| 1Y | -27.2% | +10.7% | -37.9% | -32.2% |
| 3Y | -11.4% | +29.6% | -41.1% | -28.7% |
| 5Y | -20.0% | +63.5% | -83.5% | -45.1% |
| All | -20.0% | +61.7% | -81.7% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling