-66.4%
HTZ vs PENG
+120.5%
-186.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -9.1% | +18.3% | +10.5% |
| 7D | +18.9% | -20.5% | +39.4% | +22.7% |
| 30D | +26.3% | -20.4% | +46.6% | +29.4% |
| 3M | +49.7% | -16.4% | +66.1% | +51.3% |
| 6M | -61.1% | +49.2% | -110.3% | -68.1% |
| YTD | -56.0% | +147.2% | -203.2% | -69.6% |
| 1Y | -66.4% | +124.7% | -191.1% | -76.3% |
| All | -66.4% | +120.5% | -186.9% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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