+367.0%
PSX vs OWL
-15.5%
+382.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.1% |
| 7D | +1.5% | -11.9% | +13.4% | +4.0% |
| 30D | +15.8% | -13.7% | +29.5% | +19.0% |
| 3M | +43.0% | +12.3% | +30.8% | +38.6% |
| 6M | +61.1% | +15.0% | +46.1% | +53.8% |
| YTD | +104.5% | -25.7% | +130.3% | +115.6% |
| 1Y | +102.5% | -39.5% | +142.0% | +123.2% |
| 3Y | +133.5% | +0.9% | +132.6% | +126.6% |
| 5Y | +367.0% | -16.5% | +383.5% | +364.9% |
| All | +367.0% | -15.5% | +382.5% | +364.9% |
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