+39.3%
PR vs INVH
+74.4%
-35.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -9.5% | +1.8% | -11.3% | -10.2% |
| 30D | -5.7% | +1.1% | -6.8% | -6.2% |
| 3M | +3.0% | -8.3% | +11.3% | +5.7% |
| 6M | +11.8% | -3.7% | +15.5% | +12.5% |
| YTD | +58.5% | +0.8% | +57.7% | +56.1% |
| 1Y | +69.9% | +1.0% | +68.9% | +67.1% |
| 3Y | +84.9% | -4.3% | +89.2% | +84.2% |
| 5Y | +246.4% | -21.0% | +267.4% | +265.4% |
| All | +39.3% | +74.4% | -35.2% | +48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling