+91.5%
HALO vs PEGA
-44.4%
+136.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | -2.9% | +3.1% | +0.4% |
| 30D | +20.3% | -0.5% | +20.8% | +20.3% |
| 3M | +56.6% | +8.5% | +48.1% | +55.7% |
| 6M | +101.9% | -6.3% | +108.1% | +100.5% |
| YTD | +93.7% | -42.2% | +135.9% | +92.2% |
| 1Y | +91.5% | -43.4% | +135.0% | +91.9% |
| All | +91.5% | -44.4% | +136.0% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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