+45.3%
PHK vs VT
+217.6%
-172.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -0.5% | -0.1% | -0.3% | -0.5% |
| 30D | +0.9% | -3.1% | +4.0% | +2.8% |
| 3M | -9.0% | -3.5% | -5.5% | -7.0% |
| 6M | -4.6% | +0.5% | -5.1% | -5.3% |
| YTD | -5.3% | +10.8% | -16.0% | -11.9% |
| 1Y | -4.1% | +11.9% | -16.0% | -11.5% |
| 3Y | +33.5% | +73.0% | -39.5% | -10.3% |
| 5Y | +15.8% | +58.6% | -42.8% | -17.8% |
| 10Y | +45.3% | +219.2% | -173.9% | -38.3% |
| All | +45.3% | +217.6% | -172.4% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling