+73.3%
PANW vs OWL
-29.1%
+102.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -10.3% | -2.2% | -8.1% | -9.7% |
| 30D | -8.1% | +3.7% | -11.8% | -8.8% |
| 3M | +19.3% | +17.5% | +1.8% | +14.8% |
| 6M | +110.2% | +18.5% | +91.6% | +101.5% |
| YTD | +80.9% | -16.3% | +97.3% | +82.8% |
| 1Y | +73.3% | -29.7% | +103.0% | +76.8% |
| All | +73.3% | -29.1% | +102.4% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling