-11.1%
PCG vs HALO
+176.9%
-188.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.8% |
| 7D | +5.4% | +0.5% | +4.9% | +5.3% |
| 30D | -15.1% | +5.0% | -20.2% | -15.7% |
| 3M | -9.8% | +53.1% | -62.9% | -14.6% |
| 6M | -18.0% | +60.8% | -78.8% | -22.9% |
| YTD | -7.2% | +60.9% | -68.2% | -13.0% |
| 1Y | +2.9% | +42.8% | -39.9% | -2.3% |
| 3Y | -11.1% | +181.3% | -192.3% | -23.7% |
| All | -11.1% | +176.9% | -188.0% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling