+557.2%
PHM vs GME
+285.6%
+271.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.4% |
| 7D | -5.0% | +10.4% | -15.4% | -5.4% |
| 30D | -8.4% | +14.1% | -22.5% | -9.0% |
| 3M | -4.4% | -4.6% | +0.2% | -4.3% |
| 6M | -3.7% | -13.5% | +9.8% | -3.3% |
| YTD | +1.3% | +5.3% | -4.0% | +0.8% |
| 1Y | -14.0% | -14.9% | +0.9% | -13.7% |
| 3Y | +48.1% | +24.3% | +23.9% | +38.8% |
| 5Y | +158.8% | -55.6% | +214.3% | +146.4% |
| All | +557.2% | +285.6% | +271.6% | +292.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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