+1,684.5%
PLTR vs INVH
+20.0%
+1,664.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | 0.0% | -2.3% | +2.3% | +1.4% |
| 30D | -3.3% | -5.7% | +2.5% | +0.2% |
| 3M | +28.4% | -4.5% | +32.8% | +31.4% |
| 6M | +8.4% | +11.0% | -2.6% | -0.3% |
| YTD | -4.6% | +3.7% | -8.3% | -8.8% |
| 1Y | +4.4% | -2.8% | +7.3% | +3.9% |
| 3Y | +1,020.5% | -7.1% | +1,027.6% | +1,025.4% |
| 5Y | +548.8% | -19.4% | +568.2% | +608.1% |
| All | +1,684.5% | +20.0% | +1,664.5% | +1,655.8% |
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