+209.7%
PH vs VIVK
-100.0%
+309.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | 0.0% |
| 7D | +4.3% | -57.7% | +62.0% | +4.7% |
| 30D | +0.1% | -87.3% | +87.4% | +0.9% |
| 3M | -9.4% | -98.9% | +89.5% | -7.7% |
| 6M | +8.8% | -100.0% | +108.7% | +12.3% |
| YTD | +9.6% | -100.0% | +109.6% | +12.3% |
| 1Y | +14.4% | -100.0% | +114.4% | +19.5% |
| 3Y | +134.5% | -100.0% | +234.5% | +144.3% |
| All | +209.7% | -100.0% | +309.7% | +211.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling