+76.6%
INVH vs PSLV
+207.1%
-130.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -2.8% | -5.9% | +3.1% | -2.1% |
| 30D | -8.9% | -3.1% | -5.8% | -8.6% |
| 3M | -6.1% | -5.3% | -0.8% | -5.7% |
| 6M | +12.9% | -21.8% | +34.7% | +15.8% |
| YTD | +1.5% | -13.7% | +15.2% | -1.1% |
| 1Y | -4.6% | +42.8% | -47.4% | -17.1% |
| 3Y | -12.4% | +167.3% | -179.7% | -35.4% |
| 5Y | -20.1% | +144.8% | -165.0% | -40.8% |
| All | +76.6% | +207.1% | -130.5% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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