+820.7%
PWR vs OWL
+38.2%
+782.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +3.6% | -2.2% | +5.8% | +4.3% |
| 30D | -8.6% | +3.7% | -12.3% | -10.0% |
| 3M | -13.2% | +17.5% | -30.7% | -18.0% |
| 6M | +9.9% | +18.5% | -8.6% | +2.5% |
| YTD | +48.0% | -16.3% | +64.4% | +52.9% |
| 1Y | +66.2% | -29.7% | +95.9% | +80.4% |
| 3Y | +195.1% | +14.2% | +180.9% | +175.9% |
| 5Y | +442.6% | +2.5% | +440.1% | +400.1% |
| All | +820.7% | +38.2% | +782.5% | +714.0% |
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