-16.0%
PCG vs HALO
+92.7%
-108.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +8.5% | +20.3% | -11.8% | +5.9% |
| 3M | -22.9% | +56.6% | -79.5% | -27.9% |
| 6M | -16.8% | +101.9% | -118.6% | -25.8% |
| YTD | -15.8% | +93.7% | -109.5% | -25.7% |
| 1Y | -16.0% | +91.5% | -107.5% | -25.9% |
| All | -16.0% | +92.7% | -108.7% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling