-10.2%
PTC vs INVH
-9.6%
-0.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | -14.2% | -3.1% | -11.1% | -13.3% |
| 30D | -14.4% | -7.5% | -7.0% | -12.2% |
| 3M | -4.7% | -6.3% | +1.6% | -2.6% |
| 6M | -19.3% | +9.4% | -28.8% | -21.7% |
| YTD | -26.1% | +1.4% | -27.5% | -26.6% |
| 1Y | -37.1% | -4.1% | -33.0% | -36.3% |
| All | -10.2% | -9.6% | -0.5% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling