-34.1%
PCOR vs INVH
-4.2%
-29.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.0% | -4.1% |
| 7D | -9.0% | -2.9% | -6.1% | -7.4% |
| 30D | +4.2% | -6.9% | +11.1% | +8.7% |
| 3M | +14.4% | -2.7% | +17.1% | +16.2% |
| 6M | +0.2% | +8.2% | -8.0% | -5.1% |
| YTD | -20.3% | +4.5% | -24.7% | -23.1% |
| 1Y | -16.1% | -2.3% | -13.8% | -15.9% |
| 3Y | -14.7% | -7.3% | -7.4% | -13.8% |
| 5Y | -43.2% | -20.5% | -22.7% | -36.2% |
| All | -34.1% | -4.2% | -29.9% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling