+531.3%
PANW vs OWL
+24.2%
+507.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.6% | -2.7% |
| 7D | -0.8% | -10.1% | +9.3% | +2.5% |
| 30D | -14.6% | -11.9% | -2.6% | -11.1% |
| 3M | +18.3% | +10.7% | +7.6% | +14.2% |
| 6M | +100.5% | +22.1% | +78.4% | +86.3% |
| YTD | +79.5% | -24.8% | +104.3% | +93.2% |
| 1Y | +66.7% | -39.2% | +105.9% | +90.7% |
| 3Y | +161.2% | +1.7% | +159.5% | +148.2% |
| 5Y | +322.2% | -15.5% | +337.7% | +298.8% |
| All | +531.3% | +24.2% | +507.0% | +431.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling