-17.0%
PPG vs INVH
-9.7%
-7.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -6.2% | -3.0% | -3.3% | -5.0% |
| 30D | -7.9% | -7.5% | -0.4% | -4.8% |
| 3M | -10.2% | -5.5% | -4.7% | -8.0% |
| 6M | +2.7% | +11.7% | -9.0% | -2.4% |
| YTD | +4.9% | +1.3% | +3.5% | +3.9% |
| 1Y | -3.2% | -6.1% | +2.9% | -0.8% |
| 3Y | -17.0% | -9.8% | -7.2% | -14.3% |
| All | -17.0% | -9.7% | -7.3% | -14.3% |
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 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