-19.4%
PCG vs HTZ
-81.0%
+61.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -20.8% | +19.5% | -0.9% |
| 7D | 0.0% | -7.7% | +7.7% | +0.1% |
| 30D | +5.8% | -13.1% | +18.9% | +6.0% |
| 3M | -22.8% | +14.7% | -37.5% | -23.3% |
| 6M | -18.4% | -70.6% | +52.2% | -16.7% |
| YTD | -16.9% | -65.2% | +48.3% | -15.7% |
| 1Y | -17.6% | -73.2% | +55.6% | -15.9% |
| All | -19.4% | -81.0% | +61.6% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling