+691.9%
HALO vs PENG
+720.8%
-28.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.3% | -11.6% | -2.5% |
| 7D | -22.0% | +1.9% | -23.9% | -22.7% |
| 30D | -8.5% | -37.8% | +29.3% | -4.1% |
| 3M | -0.9% | -14.1% | +13.2% | -1.3% |
| 6M | +53.1% | +13.1% | +40.0% | +41.8% |
| YTD | +51.1% | +151.8% | -100.7% | +22.0% |
| 1Y | +45.0% | +136.0% | -91.0% | +17.9% |
| 3Y | +173.0% | +217.9% | -45.0% | +99.0% |
| 5Y | +163.6% | +64.1% | +99.5% | +103.2% |
| All | +691.9% | +720.8% | -28.9% | +365.7% |
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