+231.6%
PCAR vs INVH
+72.9%
+158.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | 0.0% |
| 7D | +4.9% | -0.9% | +5.9% | +5.3% |
| 30D | -1.4% | +1.2% | -2.6% | -1.8% |
| 3M | -18.1% | -10.4% | -7.7% | -14.9% |
| 6M | -4.0% | -3.6% | -0.4% | -3.0% |
| YTD | -1.5% | -0.1% | -1.4% | -2.0% |
| 1Y | +13.2% | -0.7% | +13.9% | +12.7% |
| 3Y | +35.8% | -4.6% | +40.4% | +35.7% |
| 5Y | +114.6% | -21.7% | +136.3% | +126.9% |
| All | +231.6% | +72.9% | +158.7% | +175.9% |
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