+66.2%
PWR vs OWL
-29.1%
+95.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +3.6% | -2.2% | +5.8% | +3.9% |
| 30D | -8.6% | +3.7% | -12.3% | -9.4% |
| 3M | -13.2% | +17.5% | -30.7% | -16.0% |
| 6M | +9.9% | +18.5% | -8.6% | +5.0% |
| YTD | +48.0% | -16.3% | +64.4% | +47.7% |
| 1Y | +66.2% | -29.7% | +95.9% | +66.2% |
| All | +66.2% | -29.1% | +95.3% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling