-14.8%
PNR vs INVH
-9.7%
-5.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -6.0% | -3.0% | -3.0% | -4.6% |
| 30D | -14.0% | -7.5% | -6.5% | -10.7% |
| 3M | -21.7% | -5.5% | -16.2% | -19.3% |
| 6M | -37.3% | +11.7% | -49.0% | -40.4% |
| YTD | -45.1% | +1.3% | -46.5% | -45.4% |
| 1Y | -49.1% | -6.1% | -43.1% | -47.5% |
| 3Y | -14.8% | -9.8% | -5.1% | -11.6% |
| All | -14.8% | -9.7% | -5.2% | -11.6% |
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 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