+77.4%
PRU vs INVH
+79.7%
-2.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | +1.9% | -3.1% | +5.0% | +3.8% |
| 30D | -0.4% | -7.1% | +6.6% | +3.8% |
| 3M | +16.4% | -3.0% | +19.4% | +18.1% |
| 6M | +26.0% | +10.1% | +15.9% | +18.5% |
| YTD | +9.9% | +3.8% | +6.1% | +6.4% |
| 1Y | +18.8% | -2.1% | +20.9% | +18.7% |
| 3Y | +45.3% | -7.0% | +52.4% | +47.2% |
| 5Y | +45.6% | -20.6% | +66.1% | +59.0% |
| All | +77.4% | +79.7% | -2.3% | +29.3% |
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