-14.2%
PCOR vs INVH
-6.7%
-7.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.0% | -4.2% |
| 7D | -9.0% | -2.9% | -6.1% | -8.0% |
| 30D | +4.2% | -6.9% | +11.1% | +7.0% |
| 3M | +14.4% | -2.7% | +17.1% | +15.6% |
| 6M | +0.2% | +8.2% | -8.0% | -3.0% |
| YTD | -20.3% | +4.5% | -24.7% | -21.9% |
| 1Y | -16.1% | -2.3% | -13.8% | -15.6% |
| All | -14.2% | -6.7% | -7.4% | -6.9% |
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