-4.9%
PFE vs OWL
+27.7%
-32.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | -4.3% | -6.4% | +2.1% | -3.8% |
| 30D | +2.7% | -5.0% | +7.7% | +3.1% |
| 3M | +10.0% | +15.4% | -5.4% | +8.6% |
| 6M | +7.2% | +15.5% | -8.3% | +5.6% |
| YTD | +17.3% | -22.7% | +40.0% | +18.9% |
| 1Y | +20.3% | -34.1% | +54.4% | +23.1% |
| 3Y | -1.6% | +5.1% | -6.7% | -4.0% |
| 5Y | -21.4% | -11.5% | -9.9% | -24.6% |
| All | -4.9% | +27.7% | -32.6% | -8.8% |
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 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