+39.5%
PR vs INVH
+74.5%
-35.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.5% |
| 7D | -16.4% | +2.0% | -18.4% | -17.1% |
| 30D | -1.9% | +4.8% | -6.7% | -3.6% |
| 3M | +8.0% | -9.8% | +17.7% | +11.4% |
| 6M | +4.1% | -3.7% | +7.8% | +4.7% |
| YTD | +58.7% | +0.8% | +57.9% | +56.4% |
| 1Y | +75.8% | +1.9% | +73.9% | +72.4% |
| 3Y | +73.2% | -4.3% | +77.5% | +72.5% |
| 5Y | +230.1% | -21.1% | +251.3% | +248.3% |
| All | +39.5% | +74.5% | -35.0% | +48.9% |
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