+377.9%
PSX vs OWL
+22.6%
+355.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -0.4% | -2.1% | +1.8% | 0.0% |
| 30D | -8.1% | +11.6% | -19.7% | -10.0% |
| 3M | +15.9% | -13.8% | +29.7% | +18.4% |
| 6M | +49.4% | +7.8% | +41.5% | +45.6% |
| YTD | +104.7% | -25.8% | +130.5% | +113.6% |
| 1Y | +89.1% | -26.5% | +115.6% | +97.4% |
| 3Y | +151.7% | -9.6% | +161.3% | +151.7% |
| 5Y | +298.3% | -20.8% | +319.1% | +289.5% |
| All | +377.9% | +22.6% | +355.3% | +348.0% |
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