+0.3%
PFE vs OWL
+17.3%
-17.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | +1.5% | -3.2% | -1.8% |
| 30D | +0.3% | +13.4% | -13.1% | -0.6% |
| 3M | +9.4% | -21.2% | +30.6% | +11.3% |
| 6M | +14.9% | +4.0% | +10.9% | +14.2% |
| YTD | +23.8% | -29.0% | +52.8% | +26.2% |
| 1Y | +19.5% | -28.4% | +47.9% | +21.7% |
| 3Y | +21.0% | -14.5% | +35.6% | +19.9% |
| 5Y | -23.9% | -21.5% | -2.4% | -26.7% |
| All | +0.3% | +17.3% | -17.0% | -3.3% |
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