-12.3%
PYPL vs INVH
-9.7%
-2.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -2.3% | -3.0% | +0.7% | -1.0% |
| 30D | -9.0% | -7.5% | -1.5% | -6.1% |
| 3M | +30.6% | -5.5% | +36.1% | +33.5% |
| 6M | +18.6% | +11.7% | +6.9% | +12.0% |
| YTD | -7.2% | +1.3% | -8.5% | -8.5% |
| 1Y | -19.3% | -6.1% | -13.2% | -17.4% |
| 3Y | -12.3% | -9.8% | -2.5% | -10.3% |
| All | -12.3% | -9.7% | -2.6% | -10.3% |
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 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