-34.1%
PCOR vs HALO
+161.4%
-195.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.7% | -4.1% |
| 7D | -9.0% | +4.6% | -13.6% | -10.0% |
| 30D | +4.2% | +31.8% | -27.7% | -3.3% |
| 3M | +14.4% | +53.9% | -39.5% | +2.1% |
| 6M | +0.2% | +57.4% | -57.2% | -11.6% |
| YTD | -20.3% | +63.7% | -84.0% | -30.7% |
| 1Y | -16.1% | +50.1% | -66.3% | -25.7% |
| 3Y | -14.7% | +157.3% | -172.0% | -40.0% |
| 5Y | -43.2% | +161.0% | -204.1% | -63.9% |
| All | -34.1% | +161.4% | -195.5% | -58.1% |
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