+159.5%
HALO vs PEGA
-47.2%
+206.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.3% | -0.7% |
| 7D | -3.4% | -5.3% | +1.9% | -2.6% |
| 30D | +4.3% | +8.3% | -4.0% | +2.9% |
| 3M | +51.8% | +8.9% | +42.8% | +49.1% |
| 6M | +57.8% | -19.7% | +77.5% | +61.7% |
| YTD | +59.0% | -39.9% | +98.9% | +69.5% |
| 1Y | +41.2% | -36.4% | +77.5% | +48.3% |
| 3Y | +177.8% | +52.8% | +125.1% | +134.3% |
| 5Y | +159.5% | -45.7% | +205.1% | +194.9% |
| All | +159.5% | -47.2% | +206.6% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling