-79.7%
PSKY vs INVH
+75.4%
-155.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -2.4% | -3.0% | +0.6% | -0.7% |
| 30D | +11.6% | -7.5% | +19.1% | +16.6% |
| 3M | +1.5% | -5.5% | +7.1% | +4.6% |
| 6M | +7.7% | +11.7% | -4.0% | -0.1% |
| YTD | -20.1% | +1.3% | -21.4% | -21.7% |
| 1Y | -38.3% | -6.1% | -32.2% | -36.9% |
| 3Y | -17.7% | -9.8% | -8.0% | -15.5% |
| 5Y | -69.9% | -19.7% | -50.2% | -67.3% |
| All | -79.7% | +75.4% | -155.1% | -85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling