+47.8%
PR vs INVH
+72.9%
-25.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.0% |
| 7D | +6.0% | -0.9% | +6.9% | +6.3% |
| 30D | -4.2% | +1.2% | -5.4% | -4.8% |
| 3M | +10.0% | -10.4% | +20.3% | +13.8% |
| 6M | +15.6% | -3.6% | +19.2% | +16.2% |
| YTD | +68.2% | -0.1% | +68.3% | +66.2% |
| 1Y | +79.2% | -0.7% | +79.9% | +77.3% |
| 3Y | +94.9% | -4.6% | +99.5% | +94.3% |
| 5Y | +272.8% | -21.7% | +294.4% | +294.2% |
| All | +47.8% | +72.9% | -25.1% | +58.2% |
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 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