+266.1%
PLD vs INVH
+75.4%
+190.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.2% | -3.0% | +1.8% | +1.0% |
| 30D | -3.5% | -7.5% | +4.0% | +1.9% |
| 3M | -7.1% | -5.5% | -1.6% | -3.5% |
| 6M | +2.6% | +11.7% | -9.1% | -5.9% |
| YTD | +8.0% | +1.3% | +6.6% | +5.8% |
| 1Y | +22.1% | -6.1% | +28.1% | +26.0% |
| 3Y | +22.3% | -9.8% | +32.0% | +29.1% |
| 5Y | +17.3% | -19.7% | +37.0% | +33.9% |
| All | +266.1% | +75.4% | +190.8% | +141.6% |
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