+283.3%
PH vs OWL
+38.2%
+245.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.1% | -2.2% | -0.8% | -2.4% |
| 30D | -3.2% | +3.7% | -6.9% | -4.6% |
| 3M | +10.6% | +17.5% | -6.9% | +4.6% |
| 6M | -2.1% | +18.5% | -20.7% | -8.7% |
| YTD | +10.2% | -16.3% | +26.5% | +14.4% |
| 1Y | +28.2% | -29.7% | +57.9% | +40.0% |
| 3Y | +134.9% | +14.2% | +120.7% | +120.1% |
| 5Y | +253.6% | +2.5% | +251.2% | +223.1% |
| All | +283.3% | +38.2% | +245.1% | +240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling