-93.9%
HTZ vs PEG
+44.3%
-138.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.7% | -7.7% | -8.0% |
| 7D | -14.6% | -2.3% | -12.3% | -13.6% |
| 30D | -20.8% | +1.2% | -22.0% | -21.3% |
| 3M | -18.8% | -2.4% | -16.5% | -17.8% |
| 6M | -74.7% | -6.9% | -67.8% | -73.9% |
| YTD | -68.1% | -7.2% | -60.9% | -67.1% |
| 1Y | -73.5% | -8.9% | -64.6% | -72.4% |
| 3Y | -81.8% | +27.1% | -108.9% | -84.2% |
| 5Y | -95.2% | +33.8% | -129.0% | -95.9% |
| All | -93.9% | +44.3% | -138.2% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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