+3.2%
PEP vs HALO
+156.4%
-153.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | -1.7% | -2.1% | +0.4% | -1.5% |
| 30D | +0.3% | +4.6% | -4.3% | 0.0% |
| 3M | -3.2% | +50.2% | -53.5% | -6.3% |
| 6M | -13.6% | +57.6% | -71.2% | -16.7% |
| YTD | -1.9% | +59.6% | -61.4% | -5.6% |
| 1Y | -0.6% | +41.2% | -41.8% | -3.6% |
| 3Y | -13.6% | +178.9% | -192.4% | -21.7% |
| 5Y | +3.2% | +160.1% | -156.9% | -7.6% |
| All | +3.2% | +156.4% | -153.1% | -7.6% |
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