+111.0%
PBF vs INVH
+1.1%
+109.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.6% | -10.3% | -5.0% |
| 7D | -0.9% | +3.1% | -4.0% | +0.7% |
| 30D | -13.7% | +5.8% | -19.5% | -11.3% |
| 3M | +10.6% | -8.5% | +19.1% | +6.7% |
| 6M | +61.2% | -1.3% | +62.5% | +60.7% |
| YTD | +172.7% | +2.6% | +170.1% | +181.3% |
| 1Y | +111.0% | +0.7% | +110.3% | +113.5% |
| All | +111.0% | +1.1% | +109.9% | +113.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling