+163.9%
PCAR vs HALO
+156.4%
+7.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.2% | -2.1% | +1.9% | +0.1% |
| 30D | -6.9% | +4.6% | -11.5% | -7.5% |
| 3M | +2.1% | +50.2% | -48.1% | -4.1% |
| 6M | +1.6% | +57.6% | -56.0% | -5.4% |
| YTD | +12.2% | +59.6% | -47.3% | +4.2% |
| 1Y | +28.0% | +41.2% | -13.1% | +20.7% |
| 3Y | +61.0% | +178.9% | -117.9% | +32.5% |
| 5Y | +163.9% | +160.1% | +3.8% | +113.3% |
| All | +163.9% | +156.4% | +7.6% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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