-93.4%
HTZ vs PFG
+112.8%
-206.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.8% | -17.0% | -17.6% |
| 7D | -7.7% | -0.7% | -7.0% | -6.3% |
| 30D | -13.1% | +2.8% | -16.0% | -14.3% |
| 3M | +14.7% | -1.0% | +15.8% | +15.3% |
| 6M | -70.6% | +13.6% | -84.2% | -73.2% |
| YTD | -65.2% | +31.1% | -96.2% | -71.8% |
| 1Y | -73.2% | +43.8% | -117.0% | -79.9% |
| 3Y | -80.8% | +75.0% | -155.8% | -87.7% |
| 5Y | -94.8% | +95.2% | -190.0% | -97.1% |
| All | -93.4% | +112.8% | -206.1% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling