-76.0%
PCG vs INVH
+75.5%
-151.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | 0.0% |
| 7D | +0.5% | -3.1% | +3.6% | +2.1% |
| 30D | -18.9% | -7.5% | -11.4% | -15.6% |
| 3M | -15.8% | -6.3% | -9.6% | -13.1% |
| 6M | -22.6% | +9.4% | -32.0% | -26.3% |
| YTD | -12.2% | +1.4% | -13.6% | -13.3% |
| 1Y | -7.1% | -4.1% | -3.0% | -5.7% |
| 3Y | -15.8% | -9.2% | -6.6% | -13.5% |
| 5Y | +53.3% | -19.6% | +73.0% | +64.5% |
| All | -76.0% | +75.5% | -151.5% | -83.2% |
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 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