+223.8%
PR vs INVH
-20.8%
+244.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.6% |
| 7D | -16.4% | +2.0% | -18.4% | -17.2% |
| 30D | -1.9% | +4.8% | -6.7% | -3.9% |
| 3M | +8.0% | -9.8% | +17.7% | +12.1% |
| 6M | +4.1% | -3.7% | +7.8% | +4.8% |
| YTD | +58.7% | +0.8% | +57.9% | +55.6% |
| 1Y | +75.8% | +1.9% | +73.9% | +71.2% |
| 3Y | +73.2% | -4.3% | +77.5% | +70.9% |
| All | +223.8% | -20.8% | +244.6% | +240.7% |
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 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