-20.7%
PCOR vs HALO
+45.2%
-65.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -3.1% |
| 7D | -6.9% | +0.5% | -7.5% | -6.9% |
| 30D | -1.5% | +5.0% | -6.6% | -1.6% |
| 3M | +18.5% | +53.1% | -34.6% | +18.6% |
| 6M | -4.7% | +60.8% | -65.4% | -3.8% |
| YTD | -22.8% | +60.9% | -83.7% | -21.2% |
| 1Y | -20.7% | +42.8% | -63.5% | -21.4% |
| All | -20.7% | +45.2% | -65.9% | -21.4% |
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