+5,455.5%
PHM vs PEGA
+991.9%
+4,463.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.1% |
| 7D | +3.5% | -10.0% | +13.5% | +5.0% |
| 30D | +21.2% | -12.7% | +33.9% | +23.4% |
| 3M | +2.5% | -4.6% | +7.1% | +2.9% |
| 6M | +16.1% | -13.1% | +29.2% | +17.4% |
| YTD | +16.6% | -47.6% | +64.2% | +25.0% |
| 1Y | +14.4% | -47.0% | +61.4% | +22.4% |
| 3Y | +71.9% | +42.0% | +29.9% | +55.2% |
| 5Y | +174.3% | -47.8% | +222.2% | +176.9% |
| 10Y | +744.0% | +92.0% | +652.0% | +628.5% |
| All | +5,455.5% | +991.9% | +4,463.6% | +3,457.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling