+736.4%
HALO vs PENG
+751.0%
-14.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -2.1% | +7.3% | -9.4% | -3.0% |
| 30D | +4.6% | -7.5% | +12.1% | +5.4% |
| 3M | +50.2% | -17.2% | +67.5% | +50.5% |
| 6M | +57.6% | +176.7% | -119.1% | +28.9% |
| YTD | +59.6% | +161.0% | -101.5% | +31.0% |
| 1Y | +41.2% | +108.8% | -67.7% | +19.0% |
| 3Y | +178.9% | +109.8% | +69.1% | +117.1% |
| 5Y | +160.1% | +111.7% | +48.4% | +95.9% |
| All | +736.4% | +751.0% | -14.6% | +400.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling