+2,448.5%
HALO vs PFG
+536.5%
+1,911.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | +0.5% | +6.0% | -5.4% | -1.8% |
| 30D | +5.0% | +2.2% | +2.8% | +4.0% |
| 3M | +53.1% | +10.4% | +42.8% | +46.8% |
| 6M | +60.8% | +27.8% | +33.0% | +45.5% |
| YTD | +60.9% | +33.6% | +27.3% | +42.9% |
| 1Y | +42.8% | +49.3% | -6.5% | +21.1% |
| 3Y | +181.3% | +69.7% | +111.5% | +123.8% |
| 5Y | +157.6% | +111.3% | +46.2% | +84.6% |
| 10Y | +910.4% | +240.3% | +670.1% | +452.8% |
| All | +2,448.5% | +536.5% | +1,911.9% | +882.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling