Peahen in my backyard?

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So a peahen has taken up residence in my backyard. My wife first spotted it last week and it's still there. There's no farms or forest within a few kilometers of my house so I have no ideas where it came from or why it likes my back yard. Personally I don't have any problem with it being there, but my wife and our tenant both want to call animal control. Is there any harm that could come of our new backyard resident?