+2,492.7%
HALO vs PEGA
+1,755.5%
+737.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.2% |
| 7D | +4.6% | +3.3% | +1.3% | +3.6% |
| 30D | +31.8% | +17.7% | +14.1% | +25.4% |
| 3M | +53.9% | +5.8% | +48.1% | +49.7% |
| 6M | +57.4% | -20.3% | +77.6% | +65.0% |
| YTD | +63.7% | -37.1% | +100.9% | +81.6% |
| 1Y | +50.1% | -30.2% | +80.3% | +59.5% |
| 3Y | +157.3% | +48.1% | +109.2% | +95.9% |
| 5Y | +161.0% | -46.8% | +207.8% | +162.4% |
| 10Y | +1,018.7% | +191.3% | +827.4% | +483.9% |
| All | +2,492.7% | +1,755.5% | +737.2% | +655.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling