+188.2%
PENG vs INVH
-3.5%
+191.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -16.1% | +1.8% | -17.9% | -16.1% |
| 30D | -41.5% | +1.1% | -42.6% | -41.6% |
| 3M | -19.1% | -8.3% | -10.8% | -18.2% |
| 6M | +0.9% | -3.7% | +4.6% | -0.3% |
| YTD | +128.2% | +0.8% | +127.4% | +121.4% |
| 1Y | +98.6% | +1.0% | +97.6% | +92.6% |
| 3Y | +188.2% | -4.3% | +192.4% | +182.1% |
| All | +188.2% | -3.5% | +191.7% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling