-17.0%
PPG vs HALO
+178.1%
-195.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -6.2% | -2.7% | -3.5% | -5.9% |
| 30D | -7.9% | +5.3% | -13.3% | -8.6% |
| 3M | -10.2% | +51.6% | -61.8% | -15.2% |
| 6M | +2.7% | +61.3% | -58.6% | -3.9% |
| YTD | +4.9% | +59.3% | -54.4% | -1.7% |
| 1Y | -3.2% | +38.3% | -41.5% | -8.0% |
| 3Y | -17.0% | +185.9% | -202.9% | -29.4% |
| All | -17.0% | +178.1% | -195.1% | -29.4% |
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