-91.5%
HTZ vs PEGA
-45.5%
-46.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +7.5% | +3.3% | +4.2% | +6.7% |
| 30D | +47.4% | +17.7% | +29.7% | +41.1% |
| 3M | -54.9% | +5.8% | -60.7% | -56.1% |
| 6M | -47.0% | -20.3% | -26.7% | -44.7% |
| YTD | -55.3% | -37.1% | -18.1% | -50.9% |
| 1Y | -57.6% | -30.2% | -27.4% | -55.2% |
| 3Y | -86.6% | +48.1% | -134.7% | -89.2% |
| 5Y | -86.1% | -46.8% | -39.3% | -88.3% |
| All | -91.5% | -45.5% | -46.0% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling