+151.2%
GEN vs PHM
+669.9%
-518.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.7% |
| 7D | -3.0% | -6.1% | +3.1% | -1.7% |
| 30D | +24.7% | +13.7% | +11.0% | +21.4% |
| 3M | +4.1% | -1.5% | +5.7% | +4.3% |
| 6M | +36.0% | +11.3% | +24.8% | +32.6% |
| YTD | +10.9% | +8.9% | +1.9% | +8.0% |
| 1Y | +12.2% | +6.1% | +6.1% | +9.8% |
| 3Y | +63.3% | +57.7% | +5.6% | +45.7% |
| 5Y | +29.0% | +159.0% | -129.9% | +3.0% |
| All | +151.2% | +669.9% | -518.7% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling