-93.1%
HTZ vs PEG
+37.1%
-130.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.6% | +8.6% | +8.9% |
| 7D | +18.9% | +1.0% | +17.9% | +18.2% |
| 30D | +26.3% | +6.6% | +19.6% | +22.2% |
| 3M | +49.7% | -3.1% | +52.8% | +52.0% |
| 6M | -61.1% | -7.4% | -53.7% | -59.7% |
| YTD | -56.0% | -6.4% | -49.6% | -54.9% |
| 1Y | -66.4% | -7.4% | -59.0% | -65.4% |
| 3Y | -75.8% | +27.0% | -102.8% | -79.2% |
| 5Y | -93.1% | +36.0% | -129.1% | -94.3% |
| All | -93.1% | +37.1% | -130.1% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling