+51.3%
GEV vs PHM
-12.7%
+64.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.4% |
| 7D | +1.6% | -5.0% | +6.6% | +2.3% |
| 30D | -7.9% | -8.4% | +0.5% | -6.9% |
| 3M | +5.6% | -4.4% | +10.0% | +5.4% |
| 6M | +13.1% | -3.7% | +16.8% | +11.5% |
| YTD | +46.7% | +1.3% | +45.5% | +43.3% |
| 1Y | +51.3% | -14.0% | +65.3% | +41.2% |
| All | +51.3% | -12.7% | +64.0% | +41.2% |
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