+48.8%
PR vs INVH
+80.8%
-32.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +2.9% | -2.9% | +5.8% | +3.9% |
| 30D | +18.0% | -6.9% | +25.0% | +20.8% |
| 3M | +16.9% | -2.7% | +19.6% | +17.5% |
| 6M | +28.2% | +8.2% | +20.0% | +23.9% |
| YTD | +69.3% | +4.5% | +64.9% | +65.2% |
| 1Y | +69.5% | -2.3% | +71.8% | +69.1% |
| 3Y | +81.7% | -7.3% | +89.0% | +83.1% |
| 5Y | +422.2% | -20.5% | +442.7% | +449.6% |
| All | +48.8% | +80.8% | -32.0% | +57.3% |
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