+141.3%
PENG vs INVH
-2.8%
+144.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.3% |
| 7D | +34.6% | -3.3% | +37.9% | +32.4% |
| 30D | -35.9% | +0.2% | -36.2% | -35.7% |
| 3M | -14.7% | -9.5% | -5.2% | -16.0% |
| 6M | +13.5% | -4.3% | +17.9% | +7.9% |
| YTD | +156.1% | -0.8% | +157.0% | +141.2% |
| 1Y | +141.3% | -3.6% | +144.9% | +139.1% |
| All | +141.3% | -2.8% | +144.1% | +139.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling