+48.5%
PFG vs INVH
-2.4%
+50.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +5.5% | -2.9% | +8.4% | +5.9% |
| 30D | +2.4% | -6.9% | +9.3% | +3.3% |
| 3M | +13.6% | -2.7% | +16.3% | +14.0% |
| 6M | +27.9% | +8.2% | +19.7% | +26.2% |
| YTD | +35.6% | +4.5% | +31.1% | +34.3% |
| 1Y | +48.5% | -2.3% | +50.8% | +50.0% |
| All | +48.5% | -2.4% | +50.8% | +50.0% |
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