-66.4%
HTZ vs PEGA
-44.4%
-22.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.1% | +9.2% |
| 7D | +18.9% | -2.9% | +21.8% | +19.0% |
| 30D | +26.3% | -0.5% | +26.7% | +26.2% |
| 3M | +49.7% | +8.5% | +41.2% | +49.5% |
| 6M | -61.1% | -6.3% | -54.8% | -60.4% |
| YTD | -56.0% | -42.2% | -13.8% | -50.0% |
| 1Y | -66.4% | -43.4% | -23.0% | -59.3% |
| All | -66.4% | -44.4% | -22.0% | -59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling