-91.6%
HTZ vs PTC
+38.5%
-130.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.6% | +8.6% | +9.0% |
| 7D | +18.9% | +0.1% | +18.8% | +18.9% |
| 30D | +26.3% | +1.5% | +24.7% | +25.7% |
| 3M | +49.7% | +37.8% | +11.9% | +32.4% |
| 6M | -61.1% | +41.2% | -102.3% | -66.5% |
| YTD | -56.0% | +12.0% | -68.1% | -58.2% |
| 1Y | -66.4% | +1.6% | -68.1% | -66.6% |
| 3Y | -75.8% | +32.3% | -108.1% | -79.7% |
| 5Y | -93.1% | +61.4% | -154.5% | -94.9% |
| All | -91.6% | +38.5% | -130.2% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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