+150.6%
PTC vs INVH
+75.4%
+75.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -7.3% | -3.0% | -4.3% | -6.0% |
| 30D | -11.6% | -7.5% | -4.1% | -8.5% |
| 3M | +10.5% | -5.5% | +16.0% | +13.2% |
| 6M | -17.8% | +11.7% | -29.5% | -22.1% |
| YTD | -24.9% | +1.3% | -26.3% | -25.9% |
| 1Y | -36.8% | -6.1% | -30.8% | -35.5% |
| 3Y | -8.7% | -9.8% | +1.0% | -6.7% |
| 5Y | +4.1% | -19.7% | +23.8% | +11.1% |
| All | +150.6% | +75.4% | +75.2% | +92.8% |
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