-94.4%
HTZ vs PPG
-19.5%
-74.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -8.5% | +0.7% | -9.3% | -9.0% |
| 30D | -18.9% | +17.6% | -36.5% | -28.1% |
| 3M | -36.0% | +7.5% | -43.5% | -39.1% |
| 6M | -74.6% | +17.6% | -92.2% | -77.9% |
| YTD | -70.8% | +22.6% | -93.4% | -75.3% |
| 1Y | -75.3% | +28.0% | -103.3% | -79.8% |
| 3Y | -81.6% | +1.8% | -83.4% | -81.8% |
| 5Y | -94.4% | -15.5% | -79.0% | -94.1% |
| All | -94.4% | -19.5% | -74.9% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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