+50.5%
PR vs INVH
+79.4%
-29.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | -2.3% | +1.4% | -0.1% |
| 30D | +11.3% | -5.7% | +17.0% | +13.4% |
| 3M | +24.1% | -4.5% | +28.5% | +25.7% |
| 6M | +25.4% | +11.0% | +14.4% | +20.1% |
| YTD | +71.2% | +3.7% | +67.5% | +67.5% |
| 1Y | +78.6% | -2.8% | +81.5% | +78.5% |
| 3Y | +85.2% | -7.1% | +92.4% | +86.6% |
| 5Y | +419.0% | -19.4% | +438.4% | +444.5% |
| All | +50.5% | +79.4% | -29.0% | +59.5% |
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