+28.4%
PFE vs OWL
-27.8%
+56.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.4% |
| 7D | -0.7% | +1.1% | -1.8% | -0.8% |
| 30D | +5.3% | +10.0% | -4.7% | +4.2% |
| 3M | +10.1% | -8.7% | +18.8% | +11.1% |
| 6M | +18.0% | +3.1% | +14.9% | +17.2% |
| YTD | +25.8% | -25.6% | +51.5% | +31.6% |
| 1Y | +28.4% | -25.5% | +53.9% | +33.3% |
| All | +28.4% | -27.8% | +56.2% | +33.3% |
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 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