+663.5%
PHM vs RGEN
+415.2%
+248.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -4.1% | -3.3% | -0.9% | -3.4% |
| 30D | +16.1% | -5.8% | +22.0% | +17.3% |
| 3M | -2.5% | +0.2% | -2.7% | -3.3% |
| 6M | +12.9% | +56.8% | -43.9% | +1.2% |
| YTD | +9.0% | +2.4% | +6.6% | +6.4% |
| 1Y | +8.2% | +11.4% | -3.3% | +3.7% |
| 3Y | +58.4% | +15.2% | +43.3% | +45.2% |
| 5Y | +159.2% | -35.1% | +194.3% | +152.0% |
| All | +663.5% | +415.2% | +248.3% | +382.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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