+60,030.1%
COHR vs PCAR
+15,337.6%
+44,692.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.5% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -14.1% | -6.2% | -7.9% | -11.8% |
| 3M | -33.2% | +5.9% | -39.1% | -34.6% |
| 6M | +2.5% | +0.4% | +2.1% | +2.8% |
| YTD | +52.7% | +14.8% | +37.9% | +45.3% |
| 1Y | +194.8% | +30.1% | +164.7% | +166.5% |
| 3Y | +650.8% | +66.7% | +584.2% | +520.8% |
| 5Y | +358.4% | +166.1% | +192.3% | +219.2% |
| 10Y | +1,191.2% | +353.7% | +837.5% | +655.9% |
| All | +60,030.1% | +15,337.6% | +44,692.6% | +17,660.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling