+662.9%
PHM vs PEGA
+94.9%
+567.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.6% |
| 7D | -6.1% | -4.6% | -1.5% | -5.0% |
| 30D | +13.7% | -6.8% | +20.5% | +15.8% |
| 3M | -1.5% | +2.6% | -4.1% | -2.8% |
| 6M | +11.3% | -5.4% | +16.6% | +11.0% |
| YTD | +8.9% | -46.0% | +55.0% | +25.0% |
| 1Y | +6.1% | -45.6% | +51.7% | +21.1% |
| 3Y | +57.7% | +43.2% | +14.5% | +15.1% |
| 5Y | +159.0% | -45.3% | +204.2% | +164.1% |
| All | +662.9% | +94.9% | +567.9% | +385.2% |
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