+212.5%
PM vs OWL
+17.3%
+195.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.5% | +1.5% | -1.0% | +0.5% |
| 30D | -3.2% | +13.4% | -16.7% | -3.7% |
| 3M | +6.2% | -21.2% | +27.5% | +7.3% |
| 6M | +7.7% | +4.0% | +3.7% | +7.2% |
| YTD | +27.3% | -29.0% | +56.3% | +29.1% |
| 1Y | +32.8% | -28.4% | +61.2% | +34.6% |
| 3Y | +150.0% | -14.5% | +164.5% | +144.4% |
| 5Y | +164.2% | -21.5% | +185.7% | +152.0% |
| All | +212.5% | +17.3% | +195.2% | +188.4% |
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