+1,595.6%
COHR vs PBF
+318.7%
+1,276.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.5% |
| 7D | +10.9% | +2.3% | +8.6% | +10.5% |
| 30D | -10.8% | +11.6% | -22.3% | -12.5% |
| 3M | -17.4% | +81.7% | -99.1% | -25.9% |
| 6M | +12.5% | +96.4% | -84.0% | -1.7% |
| YTD | +58.8% | +189.5% | -130.6% | +28.5% |
| 1Y | +183.3% | +180.7% | +2.5% | +129.2% |
| 3Y | +783.0% | +56.6% | +726.4% | +658.5% |
| 5Y | +377.2% | +802.0% | -424.7% | +187.4% |
| 10Y | +1,261.0% | +365.7% | +895.4% | +692.0% |
| All | +1,595.6% | +318.7% | +1,276.9% | +862.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling