+250.3%
PH vs VIVK
-100.0%
+350.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.6% |
| 7D | -3.1% | -9.5% | +6.3% | -3.1% |
| 30D | -11.8% | -35.1% | +23.3% | -11.7% |
| 3M | +6.9% | -93.4% | +100.3% | +7.8% |
| 6M | -1.3% | -98.0% | +96.7% | -0.2% |
| YTD | +7.0% | -97.9% | +104.8% | +7.6% |
| 1Y | +23.1% | -100.0% | +123.1% | +26.6% |
| 3Y | +135.4% | -100.0% | +235.4% | +140.3% |
| 5Y | +250.3% | -100.0% | +350.3% | +256.6% |
| All | +250.3% | -100.0% | +350.3% | +256.6% |
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