-16.9%
PCG vs HALO
+2,492.7%
-2,509.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.5% |
| 7D | -13.9% | +4.6% | -18.4% | -14.2% |
| 30D | -16.9% | +31.8% | -48.7% | -18.8% |
| 3M | -14.7% | +53.9% | -68.6% | -17.7% |
| 6M | -23.8% | +57.4% | -81.2% | -26.6% |
| YTD | -10.5% | +63.7% | -74.2% | -14.2% |
| 1Y | -5.1% | +50.1% | -55.2% | -8.5% |
| 3Y | -11.6% | +157.3% | -168.9% | -19.2% |
| 5Y | +59.0% | +161.0% | -102.0% | +44.0% |
| 10Y | -75.7% | +1,018.7% | -1,094.4% | -80.3% |
| All | -16.9% | +2,492.7% | -2,509.6% | -41.2% |
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 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