-93.4%
HTZ vs PFGC
+124.9%
-218.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.1% | -20.9% | -20.9% |
| 7D | -7.7% | +12.5% | -20.2% | -13.7% |
| 30D | -13.1% | +17.0% | -30.1% | -20.6% |
| 3M | +14.7% | -2.1% | +16.8% | +15.5% |
| 6M | -70.6% | +25.9% | -96.5% | -74.7% |
| YTD | -65.2% | +22.0% | -87.2% | -69.7% |
| 1Y | -73.2% | +14.8% | -88.0% | -75.8% |
| 3Y | -80.8% | +80.8% | -161.7% | -86.8% |
| 5Y | -94.8% | +126.0% | -220.8% | -97.0% |
| All | -93.4% | +124.9% | -218.3% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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