+649.6%
PLTR vs OWL
-18.8%
+668.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | -3.8% | +1.1% | -4.8% | -4.3% |
| 30D | -19.2% | +10.0% | -29.3% | -24.8% |
| 3M | -3.7% | -8.7% | +5.0% | +1.0% |
| 6M | +22.5% | +3.1% | +19.4% | +17.8% |
| YTD | -5.0% | -25.6% | +20.6% | +10.7% |
| 1Y | -12.8% | -25.5% | +12.7% | +1.0% |
| 3Y | +758.3% | -9.4% | +767.7% | +695.5% |
| 5Y | +649.6% | -18.2% | +667.8% | +635.1% |
| All | +649.6% | -18.8% | +668.4% | +635.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling