-23.1%
PPG vs HALO
+158.6%
-181.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -6.2% | -2.7% | -3.5% | -5.8% |
| 30D | -7.9% | +5.3% | -13.3% | -8.8% |
| 3M | -10.2% | +51.6% | -61.8% | -16.9% |
| 6M | +2.7% | +61.3% | -58.6% | -6.1% |
| YTD | +4.9% | +59.3% | -54.4% | -4.0% |
| 1Y | -3.2% | +38.3% | -41.5% | -9.4% |
| 3Y | -17.0% | +185.9% | -202.9% | -35.1% |
| All | -23.1% | +158.6% | -181.7% | -41.0% |
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