+59.6%
PLD vs OWL
+22.0%
+37.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.8% | +1.6% |
| 7D | +0.7% | -2.4% | +3.0% | +1.2% |
| 30D | +0.8% | +9.3% | -8.5% | -1.3% |
| 3M | -6.1% | -11.0% | +4.8% | -4.2% |
| 6M | -8.0% | +2.4% | -10.5% | -9.5% |
| YTD | +4.7% | -26.2% | +30.8% | +10.0% |
| 1Y | +7.2% | -27.4% | +34.6% | +12.9% |
| 3Y | +39.2% | -8.7% | +47.9% | +33.8% |
| 5Y | +1.9% | -19.3% | +21.2% | -6.9% |
| All | +59.6% | +22.0% | +37.6% | +43.7% |
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 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