+830.2%
COHR vs PBF
+59.1%
+771.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.9% |
| 7D | +8.3% | +5.3% | +3.0% | +7.5% |
| 30D | -14.1% | +11.7% | -25.9% | -15.7% |
| 3M | -16.0% | +91.1% | -107.1% | -25.3% |
| 6M | +21.5% | +88.4% | -67.0% | +6.6% |
| YTD | +65.4% | +194.1% | -128.6% | +28.5% |
| 1Y | +195.0% | +180.4% | +14.6% | +130.7% |
| 3Y | +830.2% | +59.3% | +770.8% | +588.6% |
| All | +830.2% | +59.1% | +771.0% | +588.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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