-57.6%
HTZ vs PFG
+51.4%
-109.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +2.2% |
| 7D | +7.5% | +5.5% | +2.0% | +3.8% |
| 30D | +47.4% | +2.4% | +45.1% | +45.0% |
| 3M | -54.9% | +13.6% | -68.5% | -57.1% |
| 6M | -47.0% | +27.9% | -74.9% | -52.9% |
| YTD | -55.3% | +35.6% | -90.8% | -60.7% |
| 1Y | -57.6% | +48.5% | -106.1% | -62.5% |
| All | -57.6% | +51.4% | -109.0% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling