+205.6%
PHK vs VT
+345.0%
-139.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | +1.4% |
| 7D | -1.0% | -4.2% | +3.2% | +1.9% |
| 30D | -1.5% | -5.8% | +4.3% | +2.5% |
| 3M | -9.3% | -5.2% | -4.1% | -6.0% |
| 6M | -6.6% | +0.1% | -6.7% | -7.1% |
| YTD | -6.6% | +8.2% | -14.9% | -12.2% |
| 1Y | -4.8% | +10.1% | -14.9% | -11.6% |
| 3Y | +27.5% | +69.7% | -42.2% | -14.3% |
| 5Y | +13.7% | +53.4% | -39.7% | -19.1% |
| 10Y | +45.7% | +219.2% | -173.5% | -40.4% |
| All | +205.6% | +345.0% | -139.4% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling