+164.2%
PCAR vs INVH
-21.2%
+185.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.3% |
| 7D | -1.6% | -3.1% | +1.6% | -0.5% |
| 30D | -7.3% | -7.5% | +0.2% | -4.9% |
| 3M | +7.8% | -6.3% | +14.1% | +9.9% |
| 6M | +3.6% | +9.4% | -5.9% | -0.1% |
| YTD | +12.9% | +1.4% | +11.5% | +11.6% |
| 1Y | +27.3% | -4.1% | +31.4% | +28.2% |
| 3Y | +61.9% | -9.2% | +71.1% | +64.1% |
| 5Y | +164.2% | -19.6% | +183.8% | +179.2% |
| All | +164.2% | -21.2% | +185.4% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling