+419.7%
PHM vs NIO
-45.3%
+465.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.8% | -0.1% | -3.6% |
| 7D | +2.9% | +2.8% | +0.1% | +2.7% |
| 30D | +16.5% | -8.4% | +24.9% | +17.3% |
| 3M | +0.6% | -32.0% | +32.6% | +3.9% |
| 6M | +11.6% | -43.9% | +55.5% | +16.7% |
| YTD | +12.1% | -35.7% | +47.8% | +15.3% |
| 1Y | +9.6% | -51.1% | +60.7% | +15.3% |
| 3Y | +62.3% | -54.7% | +117.0% | +65.6% |
| 5Y | +170.4% | -91.7% | +262.1% | +199.0% |
| All | +419.7% | -45.3% | +465.1% | +385.5% |
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