+96.9%
PSX vs OWL
-28.0%
+125.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -4.4% |
| 7D | -5.2% | +10.1% | -15.3% | -4.8% |
| 30D | -3.7% | +18.7% | -22.5% | -3.1% |
| 3M | +26.8% | -6.2% | +33.0% | +27.0% |
| 6M | +47.3% | +9.8% | +37.5% | +48.2% |
| YTD | +105.4% | -24.2% | +129.6% | +115.2% |
| 1Y | +96.9% | -26.6% | +123.5% | +106.2% |
| All | +96.9% | -28.0% | +125.0% | +106.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling