+730.8%
PNC vs HALO
+2,417.6%
-1,686.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | -0.9% | -3.4% | +2.5% | -0.3% |
| 30D | -4.4% | +4.3% | -8.7% | -5.1% |
| 3M | +5.3% | +51.8% | -46.5% | -2.2% |
| 6M | +19.6% | +57.8% | -38.2% | +10.2% |
| YTD | +19.1% | +59.0% | -39.8% | +9.5% |
| 1Y | +24.3% | +41.2% | -16.8% | +16.2% |
| 3Y | +132.2% | +177.8% | -45.7% | +88.5% |
| 5Y | +52.3% | +159.5% | -107.1% | +22.9% |
| 10Y | +274.8% | +963.6% | -688.8% | +127.2% |
| All | +730.8% | +2,417.6% | -1,686.9% | +248.8% |
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