+278.1%
PH vs OWL
+27.7%
+250.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.3% |
| 7D | 0.0% | -6.4% | +6.4% | +1.9% |
| 30D | -10.3% | -5.0% | -5.3% | -9.2% |
| 3M | +5.1% | +15.4% | -10.4% | -0.1% |
| 6M | +2.3% | +15.5% | -13.2% | -4.1% |
| YTD | +8.7% | -22.7% | +31.4% | +15.4% |
| 1Y | +26.8% | -34.1% | +60.8% | +40.8% |
| 3Y | +139.2% | +5.1% | +134.1% | +129.5% |
| 5Y | +251.1% | -11.5% | +262.6% | +230.0% |
| All | +278.1% | +27.7% | +250.4% | +243.1% |
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