+154.7%
PHM vs GME
-58.9%
+213.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.3% |
| 7D | -6.4% | +6.0% | -12.4% | -6.7% |
| 30D | -12.1% | +8.3% | -20.4% | -12.6% |
| 3M | -1.5% | -9.1% | +7.5% | -1.1% |
| 6M | -6.0% | -16.3% | +10.3% | -5.1% |
| YTD | -0.3% | +1.5% | -1.8% | -0.7% |
| 1Y | -13.3% | -16.3% | +3.0% | -12.7% |
| 3Y | +47.6% | +15.1% | +32.4% | +30.5% |
| 5Y | +154.7% | -57.2% | +211.9% | +127.8% |
| All | +154.7% | -58.9% | +213.6% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling