+167.0%
PGR vs HTZ
-93.2%
+260.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.1% |
| 7D | +3.5% | -8.5% | +12.1% | +3.5% |
| 30D | +10.5% | -18.9% | +29.4% | +10.6% |
| 3M | +12.9% | -36.0% | +49.0% | +13.1% |
| 6M | +20.4% | -74.6% | +95.0% | +21.2% |
| YTD | +10.3% | -70.8% | +81.1% | +10.7% |
| 1Y | +12.5% | -75.3% | +87.8% | +13.2% |
| 3Y | +59.3% | -81.6% | +140.8% | +58.9% |
| 5Y | +173.9% | -94.4% | +268.3% | +184.7% |
| All | +167.0% | -93.2% | +260.2% | +179.4% |
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 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