-94.3%
HTZ vs PNR
+7.6%
-101.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.7% | -4.4% | -5.0% |
| 7D | -14.0% | -2.3% | -11.6% | -12.5% |
| 30D | -19.8% | +29.3% | -49.1% | -32.1% |
| 3M | -45.0% | +4.1% | -49.1% | -46.5% |
| 6M | -73.2% | -8.6% | -64.6% | -72.6% |
| YTD | -70.0% | -33.6% | -36.4% | -61.5% |
| 1Y | -75.7% | -36.4% | -39.3% | -67.6% |
| 3Y | -82.1% | +15.1% | -97.1% | -84.8% |
| 5Y | -94.3% | -3.8% | -90.5% | -94.5% |
| All | -94.3% | +7.6% | -101.9% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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