-74.7%
PCG vs INVH
+79.7%
-154.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.9% |
| 7D | +5.4% | -3.1% | +8.5% | +7.1% |
| 30D | -15.1% | -7.1% | -8.0% | -11.9% |
| 3M | -9.8% | -3.0% | -6.8% | -8.5% |
| 6M | -18.0% | +10.1% | -28.1% | -22.2% |
| YTD | -7.2% | +3.8% | -11.1% | -9.5% |
| 1Y | +2.9% | -2.1% | +5.0% | +3.3% |
| 3Y | -11.1% | -7.0% | -4.1% | -9.8% |
| 5Y | +61.8% | -20.6% | +82.4% | +75.1% |
| All | -74.7% | +79.7% | -154.4% | -82.5% |
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