+8.4%
PCG vs HALO
+165.1%
-156.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -2.2% | -22.0% | +19.7% | +0.7% |
| 30D | -0.5% | -8.5% | +8.0% | +0.4% |
| 3M | -24.0% | -0.9% | -23.0% | -24.1% |
| 6M | -18.6% | +53.1% | -71.7% | -23.6% |
| YTD | -17.7% | +51.1% | -68.8% | -22.8% |
| 1Y | -20.0% | +45.0% | -65.0% | -24.6% |
| 3Y | -20.2% | +173.0% | -193.2% | -32.8% |
| 5Y | +8.4% | +163.6% | -155.3% | -9.3% |
| All | +8.4% | +165.1% | -156.8% | -9.3% |
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