+44.8%
PL vs INVH
-5.3%
+50.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +13.4% | -2.5% | +15.9% | +14.7% |
| 30D | -10.2% | +0.7% | -10.8% | -10.9% |
| 3M | -39.5% | -8.8% | -30.7% | -36.9% |
| 6M | -65.7% | -5.0% | -60.7% | -65.4% |
| YTD | -27.3% | 0.0% | -27.3% | -29.4% |
| 1Y | +15.0% | -1.9% | +16.9% | +12.7% |
| 3Y | +560.8% | -5.0% | +565.8% | +559.9% |
| 5Y | +38.4% | -21.6% | +60.0% | +59.5% |
| All | +44.8% | -5.3% | +50.2% | +65.3% |
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