-13.3%
PHM vs RGEN
+39.1%
-52.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -6.4% | -2.9% | -3.4% | -5.7% |
| 30D | -12.1% | -0.1% | -12.0% | -12.2% |
| 3M | -1.5% | +25.9% | -27.5% | -7.3% |
| 6M | -6.0% | +35.2% | -41.2% | -13.6% |
| YTD | -0.3% | +0.5% | -0.8% | -3.1% |
| 1Y | -13.3% | +37.0% | -50.3% | -19.7% |
| All | -13.3% | +39.1% | -52.4% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling