+45.7%
OWL vs PTC
+24.6%
+21.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.3% | +2.2% |
| 7D | -2.2% | -10.3% | +8.0% | +2.9% |
| 30D | +3.7% | +1.1% | +2.5% | +2.8% |
| 3M | +17.5% | +1.6% | +15.9% | +15.1% |
| 6M | +18.5% | -13.5% | +32.0% | +25.5% |
| YTD | -16.3% | -19.1% | +2.7% | -8.4% |
| 1Y | -29.7% | -33.9% | +4.1% | -14.6% |
| 3Y | +14.2% | -3.9% | +18.1% | +12.3% |
| 5Y | +2.5% | +6.0% | -3.6% | -8.0% |
| All | +45.7% | +24.6% | +21.1% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling