-93.1%
HTZ vs PFGC
+136.3%
-229.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +13.5% | -4.4% | +1.4% |
| 7D | +18.9% | +13.9% | +5.1% | +10.1% |
| 30D | +26.3% | +18.4% | +7.9% | +14.2% |
| 3M | +49.7% | -2.5% | +52.2% | +51.1% |
| 6M | -61.1% | +26.0% | -87.1% | -66.8% |
| YTD | -56.0% | +21.9% | -77.9% | -62.0% |
| 1Y | -66.4% | +13.4% | -79.8% | -69.6% |
| 3Y | -75.8% | +80.7% | -156.4% | -83.8% |
| 5Y | -93.1% | +136.8% | -229.8% | -96.3% |
| All | -93.1% | +136.3% | -229.4% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling