+415.4%
PHM vs NIO
-46.0%
+461.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -4.8% | -1.8% | -2.9% | -4.6% |
| 30D | +16.5% | -6.6% | +23.1% | +17.2% |
| 3M | -2.0% | -29.9% | +27.9% | +0.9% |
| 6M | +12.7% | -46.6% | +59.3% | +18.4% |
| YTD | +11.2% | -36.5% | +47.6% | +14.5% |
| 1Y | +7.7% | -51.1% | +58.9% | +13.4% |
| 3Y | +60.9% | -55.2% | +116.2% | +64.4% |
| 5Y | +167.7% | -92.3% | +260.0% | +197.4% |
| All | +415.4% | -46.0% | +461.4% | +381.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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