-99.6%
PHUN vs VT
+223.7%
-323.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | -1.2% |
| 7D | +1.1% | +0.4% | +0.8% | +0.5% |
| 30D | -15.2% | -2.6% | -12.6% | -12.3% |
| 3M | -16.0% | -3.2% | -12.7% | -12.5% |
| 6M | -10.5% | +0.9% | -11.4% | -11.9% |
| YTD | -3.2% | +11.3% | -14.6% | -16.1% |
| 1Y | -21.5% | +14.0% | -35.5% | -33.9% |
| 3Y | -78.6% | +75.8% | -154.4% | -89.6% |
| 5Y | -99.1% | +57.8% | -157.0% | -99.5% |
| 10Y | -99.6% | +219.8% | -319.4% | -99.9% |
| All | -99.6% | +223.7% | -323.3% | -99.9% |
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 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