+1,119.3%
PHM vs GME
+1,066.0%
+53.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.4% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | -9.7% | -1.4% | -8.2% | -9.5% |
| 3M | +2.2% | -15.1% | +17.4% | +3.7% |
| 6M | -5.7% | -22.5% | +16.8% | -3.7% |
| YTD | +2.8% | -5.9% | +8.8% | +2.9% |
| 1Y | -14.4% | -18.6% | +4.2% | -13.3% |
| 3Y | +52.2% | +6.7% | +45.5% | +32.1% |
| 5Y | +154.3% | -62.0% | +216.2% | +129.8% |
| 10Y | +545.9% | +239.5% | +306.4% | +81.6% |
| All | +1,119.3% | +1,066.0% | +53.3% | +115.6% |
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