+38.0%
HALO vs PEGA
-37.0%
+75.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.3% | -0.5% |
| 7D | -3.4% | -5.3% | +1.9% | -3.1% |
| 30D | +4.3% | +8.3% | -4.0% | +3.8% |
| 3M | +51.8% | +8.9% | +42.8% | +50.6% |
| 6M | +57.8% | -19.7% | +77.5% | +56.7% |
| YTD | +59.0% | -39.9% | +98.9% | +57.1% |
| All | +38.0% | -37.0% | +75.0% | +35.8% |
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