+377.2%
COHR vs PCAR
+165.2%
+212.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.8% |
| 7D | +10.9% | -1.6% | +12.4% | +12.0% |
| 30D | -10.8% | -7.3% | -3.5% | -5.8% |
| 3M | -17.4% | +7.8% | -25.2% | -21.8% |
| 6M | +12.5% | +3.6% | +8.9% | +9.7% |
| YTD | +58.8% | +12.9% | +46.0% | +45.6% |
| 1Y | +183.3% | +27.3% | +156.0% | +136.9% |
| 3Y | +783.0% | +61.9% | +721.2% | +498.6% |
| 5Y | +377.2% | +164.2% | +213.1% | +121.7% |
| All | +377.2% | +165.2% | +212.1% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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