+122.5%
PM vs OWL
+17.1%
+105.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -4.9% | -2.2% | -2.6% | -4.9% |
| 30D | -3.4% | +3.7% | -7.1% | -3.4% |
| 3M | +5.2% | +17.5% | -12.3% | +5.2% |
| 6M | +3.7% | +18.5% | -14.8% | +3.7% |
| YTD | +15.8% | -16.3% | +32.1% | +16.2% |
| 1Y | +17.4% | -29.7% | +47.1% | +17.9% |
| All | +122.5% | +17.1% | +105.4% | +109.5% |
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