+20.6%
GEN vs PHM
+152.9%
-132.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -1.9% |
| 7D | -0.7% | -2.5% | +1.8% | -0.1% |
| 30D | +2.6% | -9.7% | +12.3% | +5.2% |
| 3M | +15.8% | +2.2% | +13.6% | +14.8% |
| 6M | +33.1% | -5.7% | +38.8% | +34.2% |
| YTD | +11.3% | +2.8% | +8.5% | +9.4% |
| 1Y | +1.7% | -14.4% | +16.1% | +4.6% |
| 3Y | +58.1% | +52.2% | +5.9% | +37.6% |
| 5Y | +20.6% | +154.3% | -133.6% | -9.8% |
| All | +20.6% | +152.9% | -132.2% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling