-91.6%
HTZ vs PCOR
-20.2%
-71.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +19.7% | -10.5% | +3.0% |
| 7D | +18.9% | +21.8% | -2.9% | +11.6% |
| 30D | +26.3% | +39.5% | -13.3% | +13.6% |
| 3M | +49.7% | +35.2% | +14.4% | +34.5% |
| 6M | -61.1% | +21.7% | -82.8% | -64.5% |
| YTD | -56.0% | +3.9% | -60.0% | -58.2% |
| 1Y | -66.4% | +6.9% | -73.4% | -68.6% |
| 3Y | -75.8% | +44.8% | -120.5% | -80.5% |
| 5Y | -93.1% | -21.9% | -71.1% | -93.8% |
| All | -91.6% | -20.2% | -71.4% | -92.9% |
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