+876.3%
HALO vs PFG
+251.1%
+625.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | +5.3% | +2.9% | +2.4% | +4.2% |
| 3M | +51.6% | +6.7% | +44.8% | +47.7% |
| 6M | +61.3% | +33.8% | +27.5% | +45.2% |
| YTD | +59.3% | +35.0% | +24.3% | +42.7% |
| 1Y | +38.3% | +46.4% | -8.1% | +20.1% |
| 3Y | +185.9% | +71.7% | +114.2% | +131.7% |
| 5Y | +159.9% | +113.7% | +46.3% | +92.7% |
| All | +876.3% | +251.1% | +625.2% | +392.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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