+52.3%
PPL vs INVH
+80.8%
-28.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.7% | -2.9% | +5.6% | +4.2% |
| 30D | +0.5% | -6.9% | +7.4% | +4.1% |
| 3M | +0.7% | -2.7% | +3.4% | +1.9% |
| 6M | -7.6% | +8.2% | -15.8% | -11.6% |
| YTD | +1.8% | +4.5% | -2.6% | -1.1% |
| 1Y | -0.8% | -2.3% | +1.6% | -0.5% |
| 3Y | +56.9% | -7.3% | +64.1% | +58.6% |
| 5Y | +39.5% | -20.5% | +60.0% | +50.2% |
| All | +52.3% | +80.8% | -28.5% | +5.2% |
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