-100.0%
VIVK vs PHM
+47.0%
-147.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.7% |
| 7D | -9.5% | -6.4% | -3.1% | -8.7% |
| 30D | -35.1% | -12.1% | -23.0% | -34.0% |
| 3M | -93.4% | -1.5% | -91.8% | -93.4% |
| 6M | -98.0% | -6.0% | -92.0% | -98.0% |
| YTD | -97.9% | -0.3% | -97.6% | -97.8% |
| 1Y | -100.0% | -13.3% | -86.6% | -100.0% |
| All | -100.0% | +47.0% | -147.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 3y: compounded portfolio wealth divided by compounded PHM 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…
3y analysis · Full analysis span regression · 6 months rolling