+336.7%
PFGC vs INVH
+79.4%
+257.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.7% | -2.3% | -1.4% | -2.3% |
| 30D | -16.0% | -5.7% | -10.2% | -12.9% |
| 3M | -4.1% | -4.5% | +0.3% | -1.5% |
| 6M | +8.7% | +11.0% | -2.2% | +1.3% |
| YTD | +6.4% | +3.7% | +2.7% | +2.8% |
| 1Y | -8.4% | -2.8% | -5.5% | -7.9% |
| 3Y | +61.8% | -7.1% | +68.9% | +61.9% |
| 5Y | +108.7% | -19.4% | +128.1% | +125.9% |
| All | +336.7% | +79.4% | +257.2% | +227.4% |
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