+26.2%
PPG vs INVH
+75.4%
-49.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -6.2% | -3.0% | -3.3% | -4.8% |
| 30D | -7.9% | -7.5% | -0.4% | -4.4% |
| 3M | -10.2% | -5.5% | -4.7% | -7.8% |
| 6M | +2.7% | +11.7% | -9.0% | -3.0% |
| YTD | +4.9% | +1.3% | +3.5% | +3.7% |
| 1Y | -3.2% | -6.1% | +2.9% | -0.9% |
| 3Y | -17.0% | -9.8% | -7.2% | -14.5% |
| 5Y | -23.3% | -19.7% | -3.6% | -17.5% |
| All | +26.2% | +75.4% | -49.1% | -2.8% |
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