-24.3%
PCG vs HALO
+2,268.7%
-2,293.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.0% | -18.1% | +16.2% | -0.5% |
| 30D | -2.7% | -8.2% | +5.5% | -2.2% |
| 3M | -25.1% | -1.1% | -24.0% | -25.1% |
| 6M | -22.3% | +41.9% | -64.2% | -24.7% |
| YTD | -18.5% | +49.6% | -68.1% | -21.4% |
| 1Y | -21.8% | +42.5% | -64.4% | -24.4% |
| 3Y | -21.0% | +170.3% | -191.3% | -28.1% |
| 5Y | +8.1% | +158.4% | -150.3% | -2.1% |
| 10Y | -76.6% | +700.2% | -776.9% | -80.6% |
| All | -24.3% | +2,268.7% | -2,293.0% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling