+155.3%
PTC vs INVH
+79.7%
+75.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.2% |
| 7D | -12.8% | -3.1% | -9.7% | -11.5% |
| 30D | -9.8% | -7.1% | -2.7% | -6.8% |
| 3M | -2.1% | -3.0% | +0.9% | -0.8% |
| 6M | -18.1% | +10.1% | -28.2% | -21.8% |
| YTD | -23.5% | +3.8% | -27.3% | -25.3% |
| 1Y | -37.4% | -2.1% | -35.3% | -37.2% |
| 3Y | -7.2% | -7.0% | -0.2% | -6.5% |
| 5Y | +2.7% | -20.6% | +23.3% | +10.2% |
| All | +155.3% | +79.7% | +75.6% | +94.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling