+185.3%
HALO vs PFGC
+59.5%
+125.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | 0.0% |
| 7D | -3.4% | -4.8% | +1.4% | -2.1% |
| 30D | +4.3% | -17.2% | +21.5% | +9.6% |
| 3M | +51.8% | -6.3% | +58.1% | +54.2% |
| 6M | +57.8% | +8.8% | +49.0% | +53.3% |
| YTD | +59.0% | +4.9% | +54.1% | +54.8% |
| 1Y | +41.2% | -9.5% | +50.7% | +44.6% |
| All | +185.3% | +59.5% | +125.8% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling