+663.5%
PHM vs PEGA
+97.3%
+566.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | +16.1% | -4.1% | +20.3% | +17.3% |
| 3M | -2.5% | -2.8% | +0.3% | -2.3% |
| 6M | +12.9% | -0.4% | +13.4% | +11.0% |
| YTD | +9.0% | -45.4% | +54.4% | +24.7% |
| 1Y | +8.2% | -42.6% | +50.8% | +21.5% |
| 3Y | +58.4% | +45.4% | +13.0% | +15.1% |
| 5Y | +159.2% | -44.6% | +203.8% | +163.5% |
| All | +663.5% | +97.3% | +566.2% | +384.0% |
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