+144.7%
PGR vs HTZ
-90.7%
+235.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -3.4% | -9.7% | +6.3% | -3.4% |
| 30D | +1.8% | -16.3% | +18.1% | +1.8% |
| 3M | +5.9% | -58.8% | +64.8% | +6.3% |
| 6M | +4.6% | -48.9% | +53.4% | +4.6% |
| YTD | +1.1% | -60.1% | +61.2% | +1.3% |
| 1Y | -6.6% | -65.0% | +58.4% | -6.3% |
| 3Y | +74.2% | -87.2% | +161.4% | +79.3% |
| 5Y | +159.5% | -87.1% | +246.6% | +161.5% |
| All | +144.7% | -90.7% | +235.4% | +155.8% |
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