+219.1%
PM vs INVH
+75.4%
+143.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +4.7% | -3.0% | +7.7% | +5.8% |
| 30D | +2.6% | -7.5% | +10.1% | +5.5% |
| 3M | +6.6% | -5.5% | +12.1% | +8.7% |
| 6M | +16.5% | +11.7% | +4.8% | +11.9% |
| YTD | +21.2% | +1.3% | +19.8% | +20.1% |
| 1Y | +17.9% | -6.1% | +24.0% | +20.0% |
| 3Y | +129.8% | -9.8% | +139.6% | +133.3% |
| 5Y | +133.0% | -19.7% | +152.7% | +142.9% |
| All | +219.1% | +75.4% | +143.8% | +136.5% |
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 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