-18.3%
PCG vs INVH
-4.3%
-14.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | +2.2% | -0.9% | +3.1% | +2.6% |
| 30D | +0.8% | +1.2% | -0.4% | +0.2% |
| 3M | -23.8% | -10.4% | -13.4% | -20.2% |
| 6M | -19.6% | -3.6% | -16.0% | -18.5% |
| YTD | -16.7% | -0.1% | -16.6% | -17.1% |
| 1Y | -19.4% | -0.7% | -18.7% | -19.6% |
| 3Y | -18.3% | -4.6% | -13.7% | -20.8% |
| All | -18.3% | -4.3% | -14.0% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling