-23.0%
PINS vs INVH
+40.6%
-63.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +4.0% |
| 7D | -9.9% | -3.1% | -6.8% | -8.3% |
| 30D | -20.9% | -7.5% | -13.4% | -17.3% |
| 3M | -13.7% | -6.3% | -7.4% | -10.6% |
| 6M | -3.0% | +9.4% | -12.5% | -8.9% |
| YTD | -27.5% | +1.4% | -28.9% | -29.3% |
| 1Y | -46.8% | -4.1% | -42.7% | -46.4% |
| 3Y | -31.8% | -9.2% | -22.6% | -31.3% |
| 5Y | -65.4% | -19.6% | -45.8% | -63.0% |
| All | -23.0% | +40.6% | -63.6% | -42.9% |
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