-0.2%
PPL vs INVH
-2.1%
+1.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | 0.0% | -2.3% | +2.3% | +0.7% |
| 30D | -1.3% | -5.7% | +4.5% | +0.5% |
| 3M | -2.6% | -4.5% | +1.9% | -1.3% |
| 6M | -8.4% | +11.0% | -19.4% | -11.0% |
| YTD | +0.2% | +3.7% | -3.5% | -0.9% |
| 1Y | -0.2% | -2.8% | +2.6% | +0.3% |
| All | -0.2% | -2.1% | +1.9% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling