-93.4%
HTZ vs PCOR
-20.2%
-73.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | 0.0% | -20.8% | -20.8% |
| 7D | -7.7% | +23.7% | -31.4% | -13.8% |
| 30D | -13.1% | +39.0% | -52.1% | -21.7% |
| 3M | +14.7% | +35.8% | -21.0% | +3.0% |
| 6M | -70.6% | +38.2% | -108.8% | -74.2% |
| YTD | -65.2% | +3.9% | -69.1% | -66.9% |
| 1Y | -73.2% | +5.7% | -78.9% | -74.8% |
| 3Y | -80.8% | +44.8% | -125.6% | -84.6% |
| 5Y | -94.8% | -19.8% | -75.0% | -95.4% |
| All | -93.4% | -20.2% | -73.1% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling