+19.3%
PH vs VIVK
-100.0%
+119.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -27.5% | +23.8% | -3.8% |
| 7D | -0.2% | -68.7% | +68.5% | -0.7% |
| 30D | -6.7% | -90.0% | +83.3% | -7.3% |
| 3M | -8.1% | -98.1% | +89.9% | -9.3% |
| 6M | +5.3% | -99.9% | +105.3% | +3.4% |
| YTD | +4.2% | -99.9% | +104.1% | +2.1% |
| 1Y | +19.3% | -100.0% | +119.3% | +11.4% |
| All | +19.3% | -100.0% | +119.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling