+1,793.2%
COHR vs PANW
+3,497.3%
-1,704.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +5.0% |
| 7D | +8.3% | -0.8% | +9.1% | +8.6% |
| 30D | -14.1% | -14.6% | +0.4% | -9.9% |
| 3M | -16.0% | +18.3% | -34.3% | -22.0% |
| 6M | +21.5% | +100.5% | -79.0% | -8.4% |
| YTD | +65.4% | +79.5% | -14.1% | +28.8% |
| 1Y | +195.0% | +66.7% | +128.3% | +136.8% |
| 3Y | +830.2% | +161.2% | +668.9% | +520.3% |
| 5Y | +397.1% | +322.2% | +74.9% | +171.9% |
| 10Y | +1,317.7% | +1,273.8% | +43.9% | +440.5% |
| All | +1,793.2% | +3,497.3% | -1,704.1% | +512.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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