+67.8%
PNR vs INVH
+75.4%
-7.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -6.0% | -3.0% | -3.0% | -4.4% |
| 30D | -14.0% | -7.5% | -6.5% | -10.1% |
| 3M | -21.7% | -5.5% | -16.2% | -19.0% |
| 6M | -37.3% | +11.7% | -49.0% | -41.2% |
| YTD | -45.1% | +1.3% | -46.5% | -45.8% |
| 1Y | -49.1% | -6.1% | -43.1% | -47.7% |
| 3Y | -14.8% | -9.8% | -5.1% | -11.8% |
| 5Y | -21.0% | -19.7% | -1.3% | -13.9% |
| All | +67.8% | +75.4% | -7.5% | +21.3% |
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