+131.5%
PM vs INVH
-21.2%
+152.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.8% |
| 7D | +1.9% | -3.1% | +5.1% | +2.8% |
| 30D | +1.9% | -7.5% | +9.4% | +4.0% |
| 3M | +4.6% | -6.3% | +10.9% | +6.4% |
| 6M | +11.7% | +9.4% | +2.2% | +9.2% |
| YTD | +20.4% | +1.4% | +18.9% | +19.7% |
| 1Y | +19.0% | -4.1% | +23.1% | +19.9% |
| 3Y | +130.4% | -9.2% | +139.6% | +132.9% |
| 5Y | +131.5% | -19.6% | +151.1% | +134.4% |
| All | +131.5% | -21.2% | +152.7% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling