+338.6%
PBF vs INVH
+75.4%
+263.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +5.3% | -3.0% | +8.3% | +7.1% |
| 30D | +11.7% | -7.5% | +19.3% | +16.4% |
| 3M | +91.1% | -5.5% | +96.6% | +96.1% |
| 6M | +88.4% | +11.7% | +76.7% | +73.6% |
| YTD | +194.1% | +1.3% | +192.7% | +184.6% |
| 1Y | +180.4% | -6.1% | +186.5% | +183.2% |
| 3Y | +59.3% | -9.8% | +69.1% | +60.6% |
| 5Y | +816.3% | -19.7% | +835.9% | +867.8% |
| All | +338.6% | +75.4% | +263.2% | +191.4% |
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