+191.9%
PFG vs INVH
+75.4%
+116.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -0.4% | -3.0% | +2.6% | +1.3% |
| 30D | +2.9% | -7.5% | +10.4% | +7.4% |
| 3M | +6.7% | -5.5% | +12.2% | +9.8% |
| 6M | +33.8% | +11.7% | +22.1% | +24.6% |
| YTD | +35.0% | +1.3% | +33.6% | +32.2% |
| 1Y | +46.4% | -6.1% | +52.5% | +49.4% |
| 3Y | +71.7% | -9.8% | +81.4% | +76.7% |
| 5Y | +113.7% | -19.7% | +133.4% | +131.0% |
| All | +191.9% | +75.4% | +116.6% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling