-18.7%
PCOR vs HALO
+160.1%
-178.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +22.2% | -20.2% | +42.4% | +28.4% |
| 30D | +36.0% | -6.8% | +42.8% | +37.6% |
| 3M | +34.0% | -0.2% | +34.2% | +33.1% |
| 6M | +43.5% | +60.5% | -17.0% | +25.6% |
| YTD | +5.1% | +52.9% | -47.8% | -7.6% |
| 1Y | -3.9% | +50.8% | -54.8% | -15.5% |
| 3Y | +52.9% | +180.6% | -127.7% | +2.6% |
| 5Y | -18.7% | +166.6% | -185.2% | -47.6% |
| All | -18.7% | +160.1% | -178.8% | -47.6% |
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