+44.3%
PRU vs INVH
-20.2%
+64.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -2.3% | -3.0% | +0.7% | -1.0% |
| 30D | -1.7% | -7.5% | +5.8% | +1.6% |
| 3M | +13.2% | -5.5% | +18.8% | +15.8% |
| 6M | +28.8% | +11.7% | +17.1% | +22.1% |
| YTD | +9.8% | +1.3% | +8.4% | +8.3% |
| 1Y | +17.4% | -6.1% | +23.4% | +19.8% |
| 3Y | +44.9% | -9.8% | +54.7% | +49.2% |
| All | +44.3% | -20.2% | +64.5% | +56.1% |
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