+371.2%
PSX vs OWL
+38.2%
+333.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +4.5% | -2.2% | +6.8% | +4.9% |
| 30D | +26.6% | +3.7% | +22.9% | +25.5% |
| 3M | +39.3% | +17.5% | +21.7% | +34.5% |
| 6M | +56.8% | +18.5% | +38.3% | +50.2% |
| YTD | +101.8% | -16.3% | +118.2% | +106.9% |
| 1Y | +99.6% | -29.7% | +129.3% | +111.1% |
| 3Y | +140.3% | +14.2% | +126.2% | +131.1% |
| 5Y | +339.3% | +2.5% | +336.8% | +317.1% |
| All | +371.2% | +38.2% | +333.0% | +334.0% |
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