+42.8%
PFE vs INVH
+79.7%
-36.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -2.7% | -3.1% | +0.5% | -1.8% |
| 30D | +3.8% | -7.1% | +10.9% | +5.9% |
| 3M | +10.4% | -3.0% | +13.3% | +11.2% |
| 6M | +6.3% | +10.1% | -3.8% | +3.3% |
| YTD | +17.4% | +3.8% | +13.5% | +15.8% |
| 1Y | +21.1% | -2.1% | +23.2% | +21.3% |
| 3Y | -1.6% | -7.0% | +5.4% | -1.1% |
| 5Y | -22.2% | -20.6% | -1.6% | -19.5% |
| All | +42.8% | +79.7% | -36.9% | +19.0% |
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 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