-22.2%
PFE vs OWL
-3.7%
-18.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.9% |
| 7D | -2.7% | -3.9% | +1.3% | -2.3% |
| 30D | +3.8% | -3.7% | +7.5% | +4.1% |
| 3M | +10.4% | +21.4% | -11.0% | +8.3% |
| 6M | +6.3% | +18.3% | -12.1% | +4.2% |
| YTD | +17.4% | -20.1% | +37.5% | +19.0% |
| 1Y | +21.1% | -32.8% | +53.9% | +24.3% |
| 3Y | -1.6% | +8.6% | -10.2% | -5.5% |
| 5Y | -22.2% | -4.5% | -17.7% | -26.2% |
| All | -22.2% | -3.7% | -18.4% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling