Preheat the oven to 400 degrees F. Fill a baking dish with 1/4" of water and place the pumpkin skin side up in the center of the dish. Roast for 1 hour. Remove from the oven and rest until it's cool enough to handle.
Scoop the flesh of the pumpkin into a food processor. Process until smooth, about 3 minutes.
Transfer the pumpkin to a sauce pan and add the remaining ingredients. Whisk until well combine.
Bring the pumpkin mixture to a boil, turning down to low and simmering for 30 minutes to let it thicken.
Transfer to an air tight container and cool completely. Store in the fridge for up to 3 weeks.