+195.6%
PM vs OWL
+22.7%
+172.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.1% | +2.4% |
| 7D | +1.9% | -11.9% | +13.8% | +2.5% |
| 30D | +1.9% | -13.7% | +15.6% | +2.5% |
| 3M | +4.6% | +12.3% | -7.7% | +3.9% |
| 6M | +11.7% | +15.0% | -3.3% | +10.6% |
| YTD | +20.4% | -25.7% | +46.1% | +21.9% |
| 1Y | +19.0% | -39.5% | +58.4% | +21.7% |
| 3Y | +130.4% | +0.9% | +129.5% | +122.4% |
| 5Y | +131.5% | -16.5% | +148.0% | +120.2% |
| All | +195.6% | +22.7% | +172.9% | +172.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling