+161.6%
HALO vs PFGC
+110.3%
+51.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.7% | -4.8% | +2.0% | -1.2% |
| 30D | +5.3% | -12.5% | +17.9% | +9.7% |
| 3M | +51.6% | -9.7% | +61.3% | +56.1% |
| 6M | +61.3% | +7.0% | +54.2% | +57.0% |
| YTD | +59.3% | +4.5% | +54.8% | +55.0% |
| 1Y | +38.3% | -11.6% | +49.9% | +42.2% |
| 3Y | +185.9% | +58.5% | +127.4% | +136.3% |
| All | +161.6% | +110.3% | +51.3% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling