-21.5%
PINS vs INVH
+38.5%
-60.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | +1.0% | -0.9% | +1.9% | +1.5% |
| 30D | -12.0% | +1.2% | -13.2% | -12.6% |
| 3M | -17.9% | -10.4% | -7.5% | -12.5% |
| 6M | -1.0% | -3.6% | +2.6% | +0.7% |
| YTD | -26.0% | -0.1% | -25.9% | -27.3% |
| 1Y | -28.5% | -0.7% | -27.8% | -29.5% |
| 3Y | -39.2% | -4.6% | -34.6% | -40.8% |
| 5Y | -58.3% | -21.7% | -36.7% | -54.7% |
| All | -21.5% | +38.5% | -60.1% | -41.3% |
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 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