+50.9%
PNC vs HALO
+158.6%
-107.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.6% | -2.7% | +2.2% | -0.1% |
| 30D | -4.4% | +5.3% | -9.7% | -5.2% |
| 3M | +5.2% | +51.6% | -46.3% | -1.9% |
| 6M | +20.6% | +61.3% | -40.6% | +11.1% |
| YTD | +19.8% | +59.3% | -39.5% | +10.3% |
| 1Y | +24.4% | +38.3% | -13.8% | +17.1% |
| 3Y | +131.2% | +185.9% | -54.6% | +81.1% |
| All | +50.9% | +158.6% | -107.7% | +18.6% |
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