+188.9%
PFG vs INVH
+75.5%
+113.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +2.1% |
| 7D | -3.0% | -3.1% | +0.1% | -1.3% |
| 30D | +2.5% | -7.5% | +10.0% | +6.9% |
| 3M | +6.1% | -6.3% | +12.4% | +9.6% |
| 6M | +31.3% | +9.4% | +21.8% | +23.8% |
| YTD | +33.6% | +1.4% | +32.1% | +30.8% |
| 1Y | +48.5% | -4.1% | +52.6% | +49.7% |
| 3Y | +69.6% | -9.2% | +78.8% | +73.9% |
| 5Y | +111.5% | -19.6% | +131.1% | +128.5% |
| All | +188.9% | +75.5% | +113.4% | +103.6% |
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