+565.8%
PLTR vs OWL
-3.7%
+569.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | +0.7% |
| 7D | -5.3% | -3.9% | -1.4% | -2.7% |
| 30D | -1.0% | -3.7% | +2.7% | +1.3% |
| 3M | +24.8% | +21.4% | +3.4% | +9.1% |
| 6M | +8.4% | +18.3% | -10.0% | -5.7% |
| YTD | -4.2% | -20.1% | +15.9% | +7.6% |
| 1Y | +9.1% | -32.8% | +41.9% | +36.6% |
| 3Y | +1,025.6% | +8.6% | +1,017.0% | +817.5% |
| 5Y | +565.8% | -4.5% | +570.2% | +496.8% |
| All | +565.8% | -3.7% | +569.5% | +496.8% |
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