+189.0%
PAAS vs INVH
+75.4%
+113.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.9% | -3.0% | +1.0% | -0.8% |
| 30D | -3.6% | -7.5% | +4.0% | -0.8% |
| 3M | +8.6% | -5.5% | +14.1% | +10.5% |
| 6M | -16.7% | +11.7% | -28.4% | -20.8% |
| YTD | -1.9% | +1.3% | -3.3% | -3.5% |
| 1Y | +38.0% | -6.1% | +44.1% | +39.6% |
| 3Y | +234.9% | -9.8% | +244.7% | +242.1% |
| 5Y | +119.5% | -19.7% | +139.2% | +131.5% |
| All | +189.0% | +75.4% | +113.6% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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