+228.7%
PHK vs VT
+374.2%
-145.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.9% | +0.4% | -1.3% | -1.2% |
| 30D | -2.4% | +1.0% | -3.4% | -3.1% |
| 3M | +1.8% | +2.4% | -0.6% | -0.1% |
| 6M | -1.3% | +12.0% | -13.3% | -9.1% |
| YTD | +0.5% | +15.3% | -14.9% | -9.5% |
| 1Y | +1.8% | +22.6% | -20.8% | -12.3% |
| 3Y | +31.0% | +74.7% | -43.7% | -13.6% |
| 5Y | +18.3% | +66.1% | -47.9% | -20.4% |
| 10Y | +36.9% | +225.0% | -188.1% | -44.6% |
| All | +228.7% | +374.2% | -145.4% | -8.9% |
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