-91.5%
HTZ vs PFGC
+102.2%
-193.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +7.5% | -2.2% | +9.7% | +8.7% |
| 30D | +47.4% | -11.9% | +59.4% | +57.9% |
| 3M | -54.9% | +5.0% | -59.9% | -56.8% |
| 6M | -47.0% | +8.6% | -55.6% | -50.1% |
| YTD | -55.3% | +9.7% | -64.9% | -58.5% |
| 1Y | -57.6% | -6.3% | -51.4% | -57.2% |
| 3Y | -86.6% | +58.2% | -144.8% | -90.0% |
| 5Y | -86.1% | +110.4% | -196.6% | -91.5% |
| All | -91.5% | +102.2% | -193.7% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling