+950.4%
PLTR vs INVH
-9.6%
+960.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.2% |
| 7D | -9.1% | -3.1% | -6.0% | -7.8% |
| 30D | -5.2% | -7.5% | +2.3% | -2.0% |
| 3M | +27.4% | -6.3% | +33.7% | +30.7% |
| 6M | +9.7% | +9.4% | +0.3% | +3.3% |
| YTD | -6.7% | +1.4% | -8.1% | -8.8% |
| 1Y | -0.5% | -4.1% | +3.6% | +0.6% |
| All | +950.4% | -9.6% | +960.0% | +935.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling