+52.2%
PHM vs PEGA
+48.1%
+4.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -3.1% |
| 7D | -2.5% | -2.4% | -0.1% | -2.2% |
| 30D | -9.7% | +9.6% | -19.3% | -10.5% |
| 3M | +2.2% | +2.3% | -0.1% | +1.6% |
| 6M | -5.7% | -23.9% | +18.2% | -3.7% |
| YTD | +2.8% | -39.8% | +42.6% | +7.5% |
| 1Y | -14.4% | -37.4% | +23.0% | -11.3% |
| 3Y | +52.2% | +53.1% | -0.9% | +30.6% |
| All | +52.2% | +48.1% | +4.2% | +30.6% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling