+4,977.0%
PHM vs PEGA
+1,209.2%
+3,767.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -3.2% | +3.3% | -6.5% | -3.6% |
| 30D | -6.4% | +17.7% | -24.2% | -8.6% |
| 3M | +5.5% | +5.8% | -0.3% | +4.1% |
| 6M | -5.4% | -20.3% | +14.8% | -3.4% |
| YTD | +6.6% | -37.1% | +43.7% | +11.6% |
| 1Y | -8.8% | -30.2% | +21.4% | -6.3% |
| 3Y | +54.1% | +48.1% | +6.0% | +38.6% |
| 5Y | +144.5% | -46.8% | +191.3% | +146.0% |
| 10Y | +569.4% | +191.3% | +378.1% | +449.4% |
| All | +4,977.0% | +1,209.2% | +3,767.8% | +3,076.3% |
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 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