+49.0%
PHM vs NIO
-64.4%
+113.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.7% |
| 7D | -3.9% | -4.1% | +0.3% | -3.5% |
| 30D | -8.6% | -23.2% | +14.7% | -6.3% |
| 3M | -2.9% | -29.9% | +27.0% | +0.2% |
| 6M | -5.7% | -25.1% | +19.4% | -4.0% |
| YTD | +1.9% | -27.5% | +29.3% | +3.9% |
| 1Y | -12.3% | -41.1% | +28.8% | -9.2% |
| All | +49.0% | -64.4% | +113.3% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling