+394.2%
PHM vs NIO
-36.7%
+430.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -3.2% | -13.0% | +9.9% | -2.0% |
| 30D | -6.4% | -18.3% | +11.8% | -4.9% |
| 3M | +5.5% | -33.2% | +38.7% | +9.0% |
| 6M | -5.4% | -21.5% | +16.0% | -4.2% |
| YTD | +6.6% | -25.5% | +32.1% | +8.4% |
| 1Y | -8.8% | -38.0% | +29.2% | -6.3% |
| 3Y | +54.1% | -65.5% | +119.6% | +60.5% |
| 5Y | +144.5% | -90.6% | +235.1% | +167.2% |
| All | +394.2% | -36.7% | +430.9% | +356.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling