-13.1%
PCOR vs HALO
+144.2%
-157.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +22.2% | -20.2% | +42.4% | +28.5% |
| 30D | +36.0% | -6.8% | +42.8% | +37.7% |
| 3M | +34.0% | -0.2% | +34.2% | +33.1% |
| 6M | +43.5% | +60.5% | -17.0% | +25.4% |
| YTD | +5.1% | +52.9% | -47.8% | -7.8% |
| 1Y | -3.9% | +50.8% | -54.8% | -15.6% |
| 3Y | +52.9% | +180.6% | -127.7% | +2.8% |
| 5Y | -18.7% | +166.6% | -185.2% | -48.6% |
| All | -13.1% | +144.2% | -157.3% | -44.2% |
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