-38.5%
PCOR vs INVH
-4.9%
-33.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -9.0% | -2.3% | -6.7% | -7.7% |
| 30D | -7.0% | -5.7% | -1.3% | -3.7% |
| 3M | +18.3% | -4.5% | +22.8% | +21.6% |
| 6M | -7.8% | +11.0% | -18.8% | -14.0% |
| YTD | -25.6% | +3.7% | -29.3% | -27.9% |
| 1Y | -22.7% | -2.8% | -19.9% | -22.2% |
| 3Y | -17.7% | -7.1% | -10.5% | -17.0% |
| 5Y | -42.0% | -19.4% | -22.6% | -34.8% |
| All | -38.5% | -4.9% | -33.6% | -27.4% |
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