+54.2%
PCG vs INVH
-20.4%
+74.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.1% | -4.2% |
| 7D | +6.5% | -2.3% | +8.7% | +7.4% |
| 30D | -16.7% | -5.7% | -11.0% | -14.7% |
| 3M | -14.2% | -4.5% | -9.7% | -12.6% |
| 6M | -21.5% | +11.0% | -32.4% | -24.9% |
| YTD | -11.2% | +3.7% | -14.9% | -12.8% |
| 1Y | -4.2% | -2.8% | -1.4% | -3.5% |
| 3Y | -14.9% | -7.1% | -7.7% | -13.5% |
| 5Y | +54.2% | -19.4% | +73.7% | +66.1% |
| All | +54.2% | -20.4% | +74.7% | +66.1% |
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