+43.1%
PR vs INVH
+73.1%
-30.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +3.0% |
| 7D | -0.5% | -2.5% | +2.0% | +0.3% |
| 30D | -4.6% | +0.7% | -5.3% | -5.0% |
| 3M | +4.7% | -8.8% | +13.4% | +7.6% |
| 6M | +12.4% | -5.0% | +17.5% | +13.7% |
| YTD | +62.9% | 0.0% | +62.8% | +60.9% |
| 1Y | +70.6% | -1.9% | +72.4% | +69.5% |
| 3Y | +90.0% | -5.0% | +95.0% | +89.7% |
| 5Y | +255.5% | -21.6% | +277.1% | +275.8% |
| All | +43.1% | +73.1% | -30.0% | +53.2% |
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 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