-14.9%
PEP vs HALO
+178.6%
-193.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | -1.7% | -2.1% | +0.4% | -1.6% |
| 30D | +0.3% | +4.6% | -4.3% | 0.0% |
| 3M | -3.2% | +50.2% | -53.5% | -6.0% |
| 6M | -13.6% | +57.6% | -71.2% | -16.4% |
| YTD | -1.9% | +59.6% | -61.4% | -5.3% |
| 1Y | -0.6% | +41.2% | -41.8% | -3.2% |
| All | -14.9% | +178.6% | -193.4% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling