+1,192.6%
PHM vs GME
+1,495.6%
-303.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -4.1% | +2.9% | -7.0% | -4.4% |
| 30D | +16.1% | -4.8% | +20.9% | +16.6% |
| 3M | -2.5% | +39.2% | -41.7% | -5.7% |
| 6M | +12.9% | +17.1% | -4.2% | +10.8% |
| YTD | +9.0% | +28.7% | -19.7% | +5.7% |
| 1Y | +8.2% | +23.3% | -15.2% | +5.3% |
| 3Y | +58.4% | +112.9% | -54.5% | +28.2% |
| 5Y | +159.2% | -48.8% | +208.0% | +127.9% |
| 10Y | +676.9% | +478.2% | +198.7% | +96.9% |
| All | +1,192.6% | +1,495.6% | -303.0% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling