+89.6%
PENG vs INVH
-4.7%
+94.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -5.2% |
| 7D | 0.0% | -3.1% | +3.1% | -0.7% |
| 30D | -15.2% | -7.5% | -7.7% | -16.5% |
| 3M | -16.9% | -6.3% | -10.6% | -18.6% |
| 6M | +161.5% | +9.4% | +152.1% | +135.3% |
| YTD | +148.6% | +1.4% | +147.2% | +133.5% |
| 1Y | +89.6% | -4.1% | +93.7% | +72.8% |
| All | +89.6% | -4.7% | +94.3% | +72.8% |
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 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