+33.3%
PLD vs OWL
-13.7%
+46.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.8% | -4.9% | +4.1% | +0.1% |
| 30D | -0.3% | +7.8% | -8.1% | -1.7% |
| 3M | -8.0% | -12.7% | +4.6% | -6.2% |
| 6M | -9.8% | -2.8% | -7.0% | -10.2% |
| YTD | +1.8% | -30.1% | +31.9% | +7.9% |
| 1Y | +5.6% | -29.1% | +34.7% | +11.2% |
| 3Y | +33.3% | -12.3% | +45.5% | +15.9% |
| All | +33.3% | -13.7% | +46.9% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling