+80.3%
INVH vs PEGA
+83.3%
-3.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.2% |
| 7D | -2.3% | -6.1% | +3.8% | -1.3% |
| 30D | -5.7% | +6.4% | -12.1% | -6.8% |
| 3M | -4.5% | +2.9% | -7.4% | -5.5% |
| 6M | +11.0% | -23.8% | +34.8% | +14.9% |
| YTD | +3.7% | -41.1% | +44.8% | +11.5% |
| 1Y | -2.8% | -38.2% | +35.4% | +3.1% |
| 3Y | -7.1% | +49.8% | -57.0% | -23.1% |
| 5Y | -19.4% | -48.0% | +28.6% | -13.5% |
| All | +80.3% | +83.3% | -3.0% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling