+174.3%
PHM vs PEGA
-47.0%
+221.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.3% |
| 7D | +3.5% | -10.0% | +13.5% | +5.6% |
| 30D | +21.2% | -12.7% | +33.9% | +24.3% |
| 3M | +2.5% | -4.6% | +7.1% | +3.0% |
| 6M | +16.1% | -13.1% | +29.2% | +18.0% |
| YTD | +16.6% | -47.6% | +64.2% | +29.7% |
| 1Y | +14.4% | -47.0% | +61.4% | +26.7% |
| 3Y | +71.9% | +42.0% | +29.9% | +34.5% |
| 5Y | +174.3% | -47.8% | +222.2% | +179.3% |
| All | +174.3% | -47.0% | +221.3% | +179.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling