+3.7%
PEP vs HALO
+92.7%
-89.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.4% | +3.7% |
| 7D | +7.4% | +0.2% | +7.1% | +7.4% |
| 30D | +13.3% | +20.3% | -7.0% | +12.8% |
| 3M | +3.5% | +56.6% | -53.1% | +2.2% |
| 6M | -5.9% | +101.9% | -107.8% | -7.4% |
| YTD | +2.3% | +93.7% | -91.4% | +0.5% |
| 1Y | +3.7% | +91.5% | -87.8% | +1.6% |
| All | +3.7% | +92.7% | -89.0% | +1.6% |
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 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