-5.1%
PCG vs HALO
+47.3%
-52.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.5% |
| 7D | -13.9% | +4.6% | -18.4% | -14.4% |
| 30D | -16.9% | +31.8% | -48.7% | -20.3% |
| 3M | -14.7% | +53.9% | -68.6% | -20.5% |
| 6M | -23.8% | +57.4% | -81.2% | -29.7% |
| YTD | -10.5% | +63.7% | -74.2% | -18.4% |
| 1Y | -5.1% | +50.1% | -55.2% | -12.2% |
| All | -5.1% | +47.3% | -52.4% | -12.2% |
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