+8,297.1%
GEN vs PHM
+11,456.8%
-3,159.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.2% | -3.2% | +2.0% | -0.5% |
| 30D | +10.1% | -6.4% | +16.6% | +11.7% |
| 3M | +16.1% | +5.5% | +10.6% | +14.4% |
| 6M | +38.9% | -5.4% | +44.3% | +39.8% |
| YTD | +14.4% | +6.6% | +7.9% | +11.8% |
| 1Y | +5.9% | -8.8% | +14.7% | +7.0% |
| 3Y | +58.8% | +54.1% | +4.7% | +40.1% |
| 5Y | +24.7% | +144.5% | -119.8% | -3.1% |
| 10Y | +163.1% | +569.4% | -406.3% | +50.9% |
| All | +8,297.1% | +11,456.8% | -3,159.7% | +1,425.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling