+566.5%
PHM vs PEGA
+170.9%
+395.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.4% |
| 7D | -3.9% | -6.1% | +2.3% | -2.2% |
| 30D | -8.6% | +6.4% | -14.9% | -10.3% |
| 3M | -2.9% | +2.9% | -5.8% | -4.7% |
| 6M | -5.7% | -23.8% | +18.1% | -0.2% |
| YTD | +1.9% | -41.1% | +42.9% | +14.3% |
| 1Y | -12.3% | -38.2% | +25.9% | -4.0% |
| 3Y | +50.8% | +49.8% | +0.9% | +10.5% |
| 5Y | +157.3% | -48.0% | +205.3% | +171.8% |
| 10Y | +566.5% | +173.1% | +393.4% | +322.8% |
| All | +566.5% | +170.9% | +395.7% | +322.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling