+393.6%
COHR vs PBR
+552.2%
-158.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.3% |
| 7D | +8.3% | +5.4% | +3.0% | +7.4% |
| 30D | -14.1% | +22.9% | -37.0% | -17.3% |
| 3M | -16.0% | +19.6% | -35.6% | -19.0% |
| 6M | +21.5% | +16.5% | +5.0% | +17.1% |
| YTD | +65.4% | +86.7% | -21.2% | +45.3% |
| 1Y | +195.0% | +74.7% | +120.3% | +161.6% |
| 3Y | +830.2% | +102.6% | +727.6% | +699.9% |
| All | +393.6% | +552.2% | -158.6% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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