+40.7%
PCG vs HTZ
-89.5%
+130.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.4% |
| 7D | -13.9% | +7.5% | -21.3% | -14.2% |
| 30D | -16.9% | +47.4% | -64.3% | -18.7% |
| 3M | -14.7% | -54.9% | +40.2% | -12.5% |
| 6M | -23.8% | -47.0% | +23.2% | -22.9% |
| YTD | -10.5% | -55.3% | +44.8% | -8.7% |
| 1Y | -5.1% | -57.6% | +52.5% | -3.6% |
| 3Y | -11.6% | -86.6% | +75.0% | -2.8% |
| 5Y | +59.0% | -86.1% | +145.1% | +62.3% |
| All | +40.7% | -89.5% | +130.3% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling