+812.3%
PWR vs OWL
+22.7%
+789.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.6% | -0.1% |
| 7D | -0.2% | -11.9% | +11.7% | +3.6% |
| 30D | -7.7% | -13.7% | +6.0% | -3.9% |
| 3M | -4.9% | +12.3% | -17.2% | -9.0% |
| 6M | +9.7% | +15.0% | -5.3% | +3.1% |
| YTD | +46.7% | -25.7% | +72.4% | +56.9% |
| 1Y | +58.7% | -39.5% | +98.2% | +80.3% |
| 3Y | +200.7% | +0.9% | +199.8% | +191.6% |
| 5Y | +438.6% | -16.5% | +455.1% | +417.4% |
| All | +812.3% | +22.7% | +789.6% | +735.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling