+37.7%
PPL vs INVH
-19.3%
+57.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +1.8% | -3.1% | +4.9% | +3.0% |
| 30D | -1.1% | -7.1% | +6.0% | +1.8% |
| 3M | 0.0% | -3.0% | +3.0% | +1.1% |
| 6M | -7.6% | +10.1% | -17.7% | -11.3% |
| YTD | +1.7% | +3.8% | -2.1% | -0.3% |
| 1Y | +1.5% | -2.1% | +3.6% | +1.8% |
| 3Y | +55.3% | -7.0% | +62.3% | +56.9% |
| 5Y | +37.7% | -20.6% | +58.3% | +45.0% |
| All | +37.7% | -19.3% | +57.0% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling