+156.2%
PSX vs OWL
-12.9%
+169.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +7.8% | +1.5% | +6.3% | +7.5% |
| 30D | -10.9% | +13.4% | -24.3% | -13.1% |
| 3M | +14.5% | -21.2% | +35.7% | +19.2% |
| 6M | +56.1% | +4.0% | +52.1% | +52.6% |
| YTD | +109.6% | -29.0% | +138.6% | +125.7% |
| 1Y | +95.5% | -28.4% | +123.9% | +109.4% |
| 3Y | +156.2% | -14.5% | +170.7% | +155.4% |
| All | +156.2% | -12.9% | +169.1% | +155.4% |
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 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