-93.4%
HTZ vs PEGA
-51.0%
-42.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.3% | -18.5% | -20.3% |
| 7D | -7.7% | -1.6% | -6.1% | -7.3% |
| 30D | -13.1% | -3.0% | -10.1% | -12.5% |
| 3M | +14.7% | +5.8% | +8.9% | +12.4% |
| 6M | -70.6% | -8.8% | -61.8% | -70.5% |
| YTD | -65.2% | -43.5% | -21.7% | -60.9% |
| 1Y | -73.2% | -43.4% | -29.8% | -69.9% |
| 3Y | -80.8% | +48.6% | -129.4% | -84.6% |
| 5Y | -94.8% | -43.3% | -51.5% | -94.9% |
| All | -93.4% | -51.0% | -42.3% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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