+436.9%
PEP vs HALO
+2,259.3%
-1,822.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +2.9% | -3.2% | +6.1% | +3.1% |
| 30D | +12.5% | -14.2% | +26.7% | +13.5% |
| 3M | +4.5% | -0.4% | +4.9% | +4.4% |
| 6M | -0.5% | +43.2% | -43.7% | -3.0% |
| YTD | +4.4% | +49.0% | -44.6% | +1.4% |
| 1Y | +4.4% | +40.8% | -36.5% | +1.6% |
| 3Y | -3.4% | +167.4% | -170.8% | -10.5% |
| 5Y | +5.2% | +157.4% | -152.2% | -3.2% |
| 10Y | +92.1% | +697.1% | -604.9% | +61.6% |
| All | +436.9% | +2,259.3% | -1,822.4% | +281.8% |
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