Guild Wiki doesn't have much to say about Phoenix's, but all pets do physical damage - wolf and tiger and lynx are slashing, Moa and Spider are piercing, and the Bear is blunt damage.
I'd assume that the Phoenix is piercing, as it is a bird - like the Moa.

Also, do you have a Dire Spider? If it is then you'll be doing the max damage, Elders do less damage but have more health, and Hearty have even more health and do less damage.