-100.0%
VIVK vs PHM
+156.2%
-256.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.6% | -9.0% | -7.4% |
| 7D | -4.4% | -5.0% | +0.6% | -4.3% |
| 30D | -40.8% | -8.4% | -32.4% | -40.7% |
| 3M | -94.1% | -4.4% | -89.7% | -94.1% |
| 6M | -98.2% | -3.7% | -94.5% | -98.2% |
| YTD | -98.0% | +1.3% | -99.3% | -98.0% |
| 1Y | -100.0% | -14.0% | -85.9% | -100.0% |
| 3Y | -100.0% | +48.1% | -148.1% | -100.0% |
| All | -100.0% | +156.2% | -256.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling