+39.1%
OWL vs PTEN
+161.1%
-122.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -4.9% |
| 7D | -3.9% | -1.0% | -2.9% | -3.8% |
| 30D | -3.7% | +29.3% | -33.0% | -8.7% |
| 3M | +21.4% | +7.2% | +14.2% | +18.5% |
| 6M | +18.3% | +43.5% | -25.2% | +7.3% |
| YTD | -20.1% | +113.2% | -133.3% | -34.0% |
| 1Y | -32.8% | +135.1% | -167.8% | -46.0% |
| 3Y | +8.6% | -4.8% | +13.4% | +0.1% |
| 5Y | -4.5% | +94.6% | -99.1% | -17.8% |
| All | +39.1% | +161.1% | -122.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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