+83.0%
PL vs INVH
-1.1%
+84.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.1% |
| 7D | -9.3% | -2.9% | -6.4% | -7.9% |
| 30D | -18.9% | -6.9% | -12.0% | -15.9% |
| 3M | -58.4% | -2.7% | -55.7% | -58.2% |
| 6M | -30.3% | +8.2% | -38.5% | -34.5% |
| YTD | -8.1% | +4.5% | -12.6% | -12.4% |
| 1Y | +180.5% | -2.3% | +182.8% | +177.7% |
| 3Y | +444.1% | -7.3% | +451.4% | +457.4% |
| 5Y | +83.0% | -20.5% | +103.5% | +107.2% |
| All | +83.0% | -1.1% | +84.1% | +105.2% |
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