-91.5%
HTZ vs PCOR
-38.8%
-52.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +2.6% |
| 7D | +7.5% | -9.0% | +16.4% | +10.5% |
| 30D | +47.4% | +4.2% | +43.3% | +44.4% |
| 3M | -54.9% | +14.4% | -69.3% | -57.6% |
| 6M | -47.0% | +0.2% | -47.2% | -49.1% |
| YTD | -55.3% | -20.3% | -35.0% | -53.6% |
| 1Y | -57.6% | -16.1% | -41.5% | -57.7% |
| 3Y | -86.6% | -14.7% | -71.9% | -87.2% |
| 5Y | -86.1% | -43.2% | -43.0% | -86.6% |
| All | -91.5% | -38.8% | -52.7% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling