+184.3%
PM vs OWL
+38.2%
+146.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -4.9% | -2.2% | -2.6% | -4.8% |
| 30D | -3.4% | +3.7% | -7.1% | -3.6% |
| 3M | +5.2% | +17.5% | -12.3% | +4.3% |
| 6M | +3.7% | +18.5% | -14.8% | +2.7% |
| YTD | +15.8% | -16.3% | +32.1% | +16.7% |
| 1Y | +17.4% | -29.7% | +47.1% | +19.3% |
| 3Y | +116.9% | +14.2% | +102.8% | +108.3% |
| 5Y | +117.3% | +2.5% | +114.8% | +105.5% |
| All | +184.3% | +38.2% | +146.1% | +160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling