+440.8%
PHM vs NIO
-43.2%
+483.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +3.5% | +6.9% | -3.4% | +2.9% |
| 30D | +21.2% | -4.7% | +25.9% | +21.7% |
| 3M | +2.5% | -28.1% | +30.5% | +5.2% |
| 6M | +16.1% | -41.7% | +57.8% | +21.0% |
| YTD | +16.6% | -33.1% | +49.8% | +19.6% |
| 1Y | +14.4% | -50.3% | +64.7% | +20.2% |
| 3Y | +71.9% | -54.4% | +126.2% | +75.3% |
| 5Y | +174.3% | -91.6% | +266.0% | +202.8% |
| All | +440.8% | -43.2% | +483.9% | +403.4% |
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