+328.6%
PBF vs INVH
+79.4%
+249.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.4% | -2.3% | +3.7% | +2.7% |
| 30D | +15.8% | -5.7% | +21.6% | +19.5% |
| 3M | +90.3% | -4.5% | +94.7% | +94.2% |
| 6M | +102.8% | +11.0% | +91.9% | +87.6% |
| YTD | +187.3% | +3.7% | +183.6% | +174.7% |
| 1Y | +161.8% | -2.8% | +164.7% | +159.5% |
| 3Y | +55.5% | -7.1% | +62.6% | +54.3% |
| 5Y | +801.9% | -19.4% | +821.3% | +855.6% |
| All | +328.6% | +79.4% | +249.1% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling