+154.3%
PHM vs NIO
-90.3%
+244.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.5% |
| 7D | -2.5% | -6.7% | +4.2% | -1.7% |
| 30D | -9.7% | -20.0% | +10.4% | -7.2% |
| 3M | +2.2% | -30.5% | +32.7% | +6.7% |
| 6M | -5.7% | -20.7% | +15.0% | -4.0% |
| YTD | +2.8% | -25.7% | +28.5% | +5.3% |
| 1Y | -14.4% | -38.6% | +24.2% | -10.9% |
| 3Y | +52.2% | -62.3% | +114.5% | +60.7% |
| 5Y | +154.3% | -90.1% | +244.3% | +190.7% |
| All | +154.3% | -90.3% | +244.6% | +190.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling