+136.0%
PENG vs INVH
-0.2%
+136.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.1% | +9.9% |
| 7D | +1.9% | -2.5% | +4.4% | +0.6% |
| 30D | -37.8% | +0.7% | -38.5% | -37.3% |
| 3M | -14.1% | -8.8% | -5.3% | -15.0% |
| 6M | +13.1% | -5.0% | +18.2% | +9.1% |
| YTD | +151.8% | 0.0% | +151.8% | +138.1% |
| 1Y | +136.0% | -1.9% | +137.9% | +133.0% |
| All | +136.0% | -0.2% | +136.2% | +133.0% |
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