+110.8%
PENG vs INVH
-8.0%
+118.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +7.8% | -3.1% | +10.9% | +8.3% |
| 30D | -12.2% | -7.1% | -5.1% | -11.2% |
| 3M | -20.6% | -3.0% | -17.7% | -21.0% |
| 6M | +180.9% | +10.1% | +170.8% | +165.1% |
| YTD | +162.3% | +3.8% | +158.4% | +153.3% |
| 1Y | +107.3% | -2.1% | +109.4% | +103.9% |
| 3Y | +110.8% | -7.0% | +117.8% | +107.8% |
| All | +110.8% | -8.0% | +118.8% | +107.8% |
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 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