+170.2%
PTC vs INVH
+80.8%
+89.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.9% |
| 7D | -10.3% | -2.9% | -7.4% | -9.1% |
| 30D | +1.1% | -6.9% | +8.1% | +4.4% |
| 3M | +1.6% | -2.7% | +4.3% | +2.8% |
| 6M | -13.5% | +8.2% | -21.7% | -16.8% |
| YTD | -19.1% | +4.5% | -23.5% | -21.1% |
| 1Y | -33.9% | -2.3% | -31.6% | -33.7% |
| 3Y | -3.9% | -7.3% | +3.4% | -3.0% |
| 5Y | +6.0% | -20.5% | +26.5% | +13.8% |
| All | +170.2% | +80.8% | +89.4% | +105.0% |
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