+699.6%
HALO vs PFGC
+403.3%
+296.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.6% |
| 7D | -2.1% | -3.7% | +1.6% | -1.2% |
| 30D | +4.6% | -16.0% | +20.6% | +8.6% |
| 3M | +50.2% | -4.1% | +54.4% | +51.4% |
| 6M | +57.6% | +8.7% | +48.9% | +54.2% |
| YTD | +59.6% | +6.4% | +53.2% | +56.2% |
| 1Y | +41.2% | -8.4% | +49.5% | +42.6% |
| 3Y | +178.9% | +61.8% | +117.1% | +146.8% |
| 5Y | +160.1% | +108.7% | +51.4% | +114.7% |
| 10Y | +967.5% | +298.1% | +669.4% | +611.5% |
| All | +699.6% | +403.3% | +296.3% | +360.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling