-73.2%
HTZ vs PEGA
-44.8%
-28.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.3% | -18.5% | -20.7% |
| 7D | -7.7% | -1.6% | -6.1% | -7.6% |
| 30D | -13.1% | -3.0% | -10.1% | -13.0% |
| 3M | +14.7% | +5.8% | +8.9% | +14.8% |
| 6M | -70.6% | -8.8% | -61.8% | -70.0% |
| YTD | -65.2% | -43.5% | -21.7% | -60.3% |
| 1Y | -73.2% | -43.4% | -29.8% | -69.1% |
| All | -73.2% | -44.8% | -28.4% | -69.1% |
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