+286.4%
PCAR vs INVH
+80.8%
+205.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.5% | -2.9% | +2.4% | +0.5% |
| 30D | -6.2% | -6.9% | +0.7% | -3.9% |
| 3M | +5.9% | -2.7% | +8.6% | +6.7% |
| 6M | +0.4% | +8.2% | -7.8% | -2.8% |
| YTD | +14.8% | +4.5% | +10.4% | +12.4% |
| 1Y | +30.1% | -2.3% | +32.4% | +30.3% |
| 3Y | +66.7% | -7.3% | +73.9% | +68.2% |
| 5Y | +166.1% | -20.5% | +186.6% | +179.8% |
| All | +286.4% | +80.8% | +205.6% | +216.4% |
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 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