+115.0%
PG vs INVH
+75.4%
+39.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.8% | -3.0% | +2.2% | +0.1% |
| 30D | +0.8% | -7.5% | +8.3% | +3.2% |
| 3M | -1.3% | -5.5% | +4.2% | +0.3% |
| 6M | -3.8% | +11.7% | -15.5% | -7.1% |
| YTD | +3.6% | +1.3% | +2.3% | +2.8% |
| 1Y | -5.7% | -6.1% | +0.3% | -4.4% |
| 3Y | +1.6% | -9.8% | +11.4% | +3.1% |
| 5Y | +14.6% | -19.7% | +34.3% | +18.9% |
| All | +115.0% | +75.4% | +39.7% | +82.3% |
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