-1.6%
PFE vs OWL
+9.9%
-11.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -2.0% |
| 7D | -2.7% | -3.9% | +1.3% | -2.4% |
| 30D | +3.8% | -3.7% | +7.5% | +4.1% |
| 3M | +10.4% | +21.4% | -11.0% | +8.6% |
| 6M | +6.3% | +18.3% | -12.1% | +4.4% |
| YTD | +17.4% | -20.1% | +37.5% | +18.6% |
| 1Y | +21.1% | -32.8% | +53.9% | +23.5% |
| 3Y | -1.6% | +8.6% | -10.2% | -4.7% |
| All | -1.6% | +9.9% | -11.5% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling