+76.2%
INVH vs PEGA
+89.7%
-13.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.3% |
| 7D | -3.0% | -3.0% | 0.0% | -2.5% |
| 30D | -7.5% | +15.9% | -23.4% | -9.9% |
| 3M | -5.5% | +10.8% | -16.4% | -7.7% |
| 6M | +11.7% | -16.5% | +28.2% | +13.9% |
| YTD | +1.3% | -39.0% | +40.4% | +8.4% |
| 1Y | -6.1% | -37.3% | +31.2% | -0.6% |
| 3Y | -9.8% | +59.2% | -68.9% | -26.2% |
| 5Y | -19.7% | -44.9% | +25.2% | -15.0% |
| All | +76.2% | +89.7% | -13.4% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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