+21.8%
GEN vs PHM
+16.2%
+5.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.2% | -3.2% | +2.0% |
| 7D | +26.9% | +13.6% | +13.3% | +22.6% |
| 30D | +38.6% | +19.3% | +19.4% | +32.5% |
| 3M | +9.7% | +3.5% | +6.3% | +7.6% |
| 6M | +58.9% | +18.6% | +40.3% | +52.1% |
| YTD | +15.3% | +16.7% | -1.4% | +9.0% |
| 1Y | +21.8% | +14.6% | +7.2% | +15.4% |
| All | +21.8% | +16.2% | +5.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling