+659.3%
PENG vs INVH
+67.0%
+592.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +7.3% | -2.3% | +9.6% | +8.5% |
| 30D | -7.5% | -5.7% | -1.7% | -5.0% |
| 3M | -17.2% | -4.5% | -12.8% | -16.5% |
| 6M | +176.7% | +11.0% | +165.8% | +156.9% |
| YTD | +161.0% | +3.7% | +157.4% | +151.1% |
| 1Y | +108.8% | -2.8% | +111.7% | +107.1% |
| 3Y | +109.8% | -7.1% | +116.9% | +108.4% |
| 5Y | +111.7% | -19.4% | +131.2% | +126.2% |
| All | +659.3% | +67.0% | +592.3% | +507.4% |
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 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