-7.1%
PCG vs HALO
+40.2%
-47.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +0.5% | -3.4% | +3.9% | +0.9% |
| 30D | -18.9% | +4.3% | -23.2% | -19.4% |
| 3M | -15.8% | +51.8% | -67.6% | -21.7% |
| 6M | -22.6% | +57.8% | -80.3% | -28.8% |
| YTD | -12.2% | +59.0% | -71.2% | -20.1% |
| 1Y | -7.1% | +41.2% | -48.2% | -13.3% |
| All | -7.1% | +40.2% | -47.3% | -13.3% |
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 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