-91.6%
HTZ vs PFG
+121.2%
-212.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.1% | +5.1% | +5.9% |
| 7D | +18.9% | +4.9% | +14.1% | +14.7% |
| 30D | +26.3% | +5.7% | +20.6% | +20.7% |
| 3M | +49.7% | +2.6% | +47.1% | +45.1% |
| 6M | -61.1% | +19.8% | -80.9% | -66.3% |
| YTD | -56.0% | +36.3% | -92.3% | -65.8% |
| 1Y | -66.4% | +47.9% | -114.3% | -75.6% |
| 3Y | -75.8% | +82.0% | -157.8% | -85.1% |
| 5Y | -93.1% | +104.5% | -197.5% | -96.3% |
| All | -91.6% | +121.2% | -212.9% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling