+28.1%
PCG vs HTZ
-92.5%
+120.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.4% | +6.4% | -1.6% |
| 7D | -1.6% | -14.6% | +13.0% | -1.1% |
| 30D | +1.4% | -20.8% | +22.2% | +2.2% |
| 3M | -23.4% | -18.8% | -4.6% | -23.2% |
| 6M | -19.4% | -74.7% | +55.3% | -15.4% |
| YTD | -18.5% | -68.1% | +49.6% | -16.0% |
| 1Y | -19.5% | -73.5% | +53.9% | -16.3% |
| 3Y | -21.0% | -81.8% | +60.8% | -18.1% |
| 5Y | +13.7% | -95.2% | +109.0% | +28.8% |
| All | +28.1% | -92.5% | +120.7% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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