+654.0%
PH vs INVH
+79.4%
+574.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | 0.0% | -2.3% | +2.3% | +1.3% |
| 30D | -10.3% | -5.7% | -4.6% | -7.3% |
| 3M | +5.1% | -4.5% | +9.5% | +7.4% |
| 6M | +2.3% | +11.0% | -8.7% | -4.5% |
| YTD | +8.7% | +3.7% | +5.0% | +5.1% |
| 1Y | +26.8% | -2.8% | +29.6% | +27.0% |
| 3Y | +139.2% | -7.1% | +146.3% | +140.8% |
| 5Y | +251.1% | -19.4% | +270.5% | +279.0% |
| All | +654.0% | +79.4% | +574.5% | +419.0% |
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 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