+379.3%
PSX vs OWL
+24.2%
+355.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.2% |
| 7D | +1.7% | -10.1% | +11.8% | +3.6% |
| 30D | +15.6% | -11.9% | +27.6% | +18.0% |
| 3M | +46.5% | +10.7% | +35.7% | +42.9% |
| 6M | +55.0% | +22.1% | +32.9% | +47.1% |
| YTD | +105.3% | -24.8% | +130.1% | +114.4% |
| 1Y | +101.6% | -39.2% | +140.8% | +119.2% |
| 3Y | +134.1% | +1.7% | +132.4% | +129.6% |
| 5Y | +368.7% | -15.5% | +384.2% | +356.2% |
| All | +379.3% | +24.2% | +355.1% | +349.6% |
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 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