-94.8%
HTZ vs PPG
-16.4%
-78.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.1% | -17.7% | -18.3% |
| 7D | -7.7% | +2.7% | -10.5% | -9.2% |
| 30D | -13.1% | +15.7% | -28.8% | -22.3% |
| 3M | +14.7% | +4.1% | +10.6% | +11.6% |
| 6M | -70.6% | +17.3% | -87.9% | -74.5% |
| YTD | -65.2% | +22.5% | -87.7% | -70.8% |
| 1Y | -73.2% | +31.4% | -104.6% | -78.7% |
| 3Y | -80.8% | +3.1% | -83.9% | -81.2% |
| 5Y | -94.8% | -15.9% | -78.9% | -94.3% |
| All | -94.8% | -16.4% | -78.4% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling