+125.1%
PM vs OWL
-3.7%
+128.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +1.4% |
| 7D | -1.3% | -3.9% | +2.6% | -1.1% |
| 30D | -2.6% | -3.7% | +1.1% | -2.4% |
| 3M | +5.8% | +21.4% | -15.6% | +4.6% |
| 6M | +10.6% | +18.3% | -7.8% | +9.3% |
| YTD | +17.2% | -20.1% | +37.3% | +18.5% |
| 1Y | +17.6% | -32.8% | +50.4% | +20.1% |
| 3Y | +124.3% | +8.6% | +115.7% | +112.7% |
| 5Y | +125.1% | -4.5% | +129.5% | +106.4% |
| All | +125.1% | -3.7% | +128.8% | +106.4% |
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 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