+81.9%
PEP vs INVH
+79.7%
+2.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +0.1% | -3.1% | +3.2% | +1.2% |
| 30D | +0.7% | -7.1% | +7.7% | +3.3% |
| 3M | -0.5% | -3.0% | +2.4% | +0.5% |
| 6M | -11.3% | +10.1% | -21.4% | -14.4% |
| YTD | -0.6% | +3.8% | -4.4% | -2.3% |
| 1Y | +1.7% | -2.1% | +3.8% | +1.9% |
| 3Y | -12.5% | -7.0% | -5.5% | -12.0% |
| 5Y | +3.9% | -20.6% | +24.5% | +9.3% |
| All | +81.9% | +79.7% | +2.2% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling