+876.3%
HALO vs PEGA
+184.6%
+691.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -2.7% | -3.0% | +0.3% | -2.0% |
| 30D | +5.3% | +15.9% | -10.6% | +1.6% |
| 3M | +51.6% | +10.8% | +40.7% | +46.8% |
| 6M | +61.3% | -16.5% | +77.8% | +65.8% |
| YTD | +59.3% | -39.0% | +98.3% | +74.7% |
| 1Y | +38.3% | -37.3% | +75.5% | +49.4% |
| 3Y | +185.9% | +59.2% | +126.7% | +119.6% |
| 5Y | +159.9% | -44.9% | +204.8% | +176.7% |
| All | +876.3% | +184.6% | +691.7% | +504.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling