+23.1%
PH vs OWL
-36.7%
+59.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.4% |
| 7D | -3.1% | -11.9% | +8.8% | -2.6% |
| 30D | -11.8% | -13.7% | +1.9% | -11.2% |
| 3M | +6.9% | +12.3% | -5.3% | +6.5% |
| 6M | -1.3% | +15.0% | -16.3% | -1.4% |
| YTD | +7.0% | -25.7% | +32.7% | +11.6% |
| 1Y | +23.1% | -39.5% | +62.6% | +31.4% |
| All | +23.1% | -36.7% | +59.8% | +31.4% |
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