-100.0%
VIVK vs PHM
+1,086.5%
-1,186.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.5% | +11.2% | +8.1% |
| 7D | +13.1% | -2.5% | +15.5% | +13.4% |
| 30D | -29.7% | -9.7% | -20.0% | -28.8% |
| 3M | -93.0% | +2.2% | -95.2% | -93.0% |
| 6M | -98.0% | -5.7% | -92.3% | -98.0% |
| YTD | -97.8% | +2.8% | -100.6% | -97.8% |
| 1Y | -100.0% | -14.4% | -85.5% | -100.0% |
| 3Y | -100.0% | +52.2% | -152.2% | -100.0% |
| 5Y | -100.0% | +154.3% | -254.3% | -100.0% |
| 10Y | -100.0% | +545.9% | -645.9% | -100.0% |
| All | -100.0% | +1,086.5% | -1,186.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling