-13.3%
PCOR vs INVH
-7.6%
-5.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +20.7% | +1.8% | +18.9% | +19.7% |
| 30D | +35.7% | +1.1% | +34.5% | +35.1% |
| 3M | +31.1% | -8.3% | +39.4% | +38.3% |
| 6M | +43.1% | -3.7% | +46.8% | +46.4% |
| YTD | +4.8% | +0.8% | +4.0% | +3.5% |
| 1Y | -3.7% | +1.0% | -4.7% | -5.2% |
| 3Y | +46.5% | -4.3% | +50.8% | +44.1% |
| 5Y | -17.3% | -21.0% | +3.7% | -5.2% |
| All | -13.3% | -7.6% | -5.8% | +4.2% |
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