-80.5%
PSKY vs INVH
+79.4%
-159.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.3% |
| 7D | -6.8% | -2.3% | -4.5% | -5.6% |
| 30D | +10.2% | -5.7% | +16.0% | +14.0% |
| 3M | +0.3% | -4.5% | +4.8% | +2.7% |
| 6M | -7.8% | +11.0% | -18.7% | -14.0% |
| YTD | -23.0% | +3.7% | -26.7% | -25.5% |
| 1Y | -31.6% | -2.8% | -28.8% | -31.3% |
| 3Y | -21.3% | -7.1% | -14.2% | -20.5% |
| 5Y | -71.5% | -19.4% | -52.0% | -69.1% |
| All | -80.5% | +79.4% | -159.9% | -86.6% |
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