+76.2%
INVH vs PSLV
+215.0%
-138.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -3.0% | -3.5% | +0.5% | -2.6% |
| 30D | -7.5% | -2.1% | -5.4% | -7.4% |
| 3M | -5.5% | -1.6% | -3.9% | -5.6% |
| 6M | +11.7% | -25.5% | +37.2% | +15.5% |
| YTD | +1.3% | -11.4% | +12.8% | -1.6% |
| 1Y | -6.1% | +48.6% | -54.7% | -18.9% |
| 3Y | -9.8% | +166.9% | -176.6% | -33.2% |
| 5Y | -19.7% | +152.4% | -172.1% | -40.8% |
| All | +76.2% | +215.0% | -138.8% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling