-93.1%
HTZ vs PEGA
-43.2%
-49.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.1% | +9.2% |
| 7D | +18.9% | -2.9% | +21.8% | +19.7% |
| 30D | +26.3% | -0.5% | +26.7% | +26.2% |
| 3M | +49.7% | +8.5% | +41.2% | +45.3% |
| 6M | -61.1% | -6.3% | -54.8% | -61.3% |
| YTD | -56.0% | -42.2% | -13.8% | -50.6% |
| 1Y | -66.4% | -43.4% | -23.0% | -62.0% |
| 3Y | -75.8% | +52.1% | -127.9% | -81.1% |
| 5Y | -93.1% | -42.2% | -50.8% | -91.2% |
| All | -93.1% | -43.2% | -49.8% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling