+91.5%
HALO vs PFGC
+12.5%
+79.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.5% | -12.2% | -0.2% |
| 7D | +0.2% | +13.9% | -13.6% | -1.4% |
| 30D | +20.3% | +18.4% | +2.0% | +17.8% |
| 3M | +56.6% | -2.5% | +59.1% | +56.2% |
| 6M | +101.9% | +26.0% | +75.8% | +97.9% |
| YTD | +93.7% | +21.9% | +71.8% | +92.9% |
| 1Y | +91.5% | +13.4% | +78.2% | +90.4% |
| All | +91.5% | +12.5% | +79.1% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling