-40.7%
PCOR vs INVH
-19.3%
-21.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | -6.9% | -3.1% | -3.8% | -5.1% |
| 30D | -1.5% | -7.1% | +5.5% | +3.0% |
| 3M | +18.5% | -3.0% | +21.5% | +20.6% |
| 6M | -4.7% | +10.1% | -14.8% | -10.8% |
| YTD | -22.8% | +3.8% | -26.6% | -25.3% |
| 1Y | -20.7% | -2.1% | -18.6% | -20.6% |
| 3Y | -14.6% | -7.0% | -7.5% | -14.0% |
| 5Y | -40.7% | -20.6% | -20.2% | -33.1% |
| All | -40.7% | -19.3% | -21.4% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling