+412.0%
PAYC vs INVH
+75.4%
+336.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -5.5% | -3.0% | -2.5% | -3.5% |
| 30D | +3.8% | -7.5% | +11.3% | +9.5% |
| 3M | +65.8% | -5.5% | +71.3% | +72.7% |
| 6M | +68.7% | +11.7% | +57.0% | +55.8% |
| YTD | +38.3% | +1.3% | +37.0% | +35.9% |
| 1Y | -2.4% | -6.1% | +3.7% | +1.0% |
| 3Y | -21.5% | -9.8% | -11.8% | -19.4% |
| 5Y | -52.7% | -19.7% | -33.0% | -47.3% |
| All | +412.0% | +75.4% | +336.7% | +261.6% |
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