+159.5%
HALO vs PFG
+108.9%
+50.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -3.4% | -3.0% | -0.4% | -2.4% |
| 30D | +4.3% | +2.5% | +1.8% | +3.2% |
| 3M | +51.8% | +6.1% | +45.7% | +47.9% |
| 6M | +57.8% | +31.3% | +26.5% | +41.7% |
| YTD | +59.0% | +33.6% | +25.4% | +41.6% |
| 1Y | +41.2% | +48.5% | -7.4% | +20.3% |
| 3Y | +177.8% | +69.6% | +108.2% | +119.8% |
| 5Y | +159.5% | +111.5% | +48.0% | +88.0% |
| All | +159.5% | +108.9% | +50.5% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling