+233.8%
COHR vs PCAR
+114.3%
+119.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -6.2% |
| 7D | +13.1% | +4.9% | +8.2% | +9.9% |
| 30D | -17.2% | -1.4% | -15.7% | -16.6% |
| 3M | -33.3% | -18.1% | -15.2% | -23.8% |
| 6M | -46.0% | -4.0% | -42.0% | -45.0% |
| YTD | +18.2% | -1.5% | +19.7% | +18.2% |
| 1Y | +55.9% | +13.2% | +42.7% | +41.4% |
| 3Y | +544.7% | +35.8% | +508.9% | +390.3% |
| All | +233.8% | +114.3% | +119.5% | +79.5% |
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