+51.6%
COHR vs PCG
-14.1%
+65.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.1% |
| 7D | -18.6% | +1.9% | -20.5% | -18.8% |
| 30D | -41.5% | +8.5% | -50.0% | -42.2% |
| 3M | -39.7% | -22.9% | -16.8% | -38.6% |
| 6M | -40.9% | -16.8% | -24.1% | -40.6% |
| YTD | +5.7% | -15.8% | +21.5% | +20.0% |
| 1Y | +51.6% | -16.0% | +67.6% | +85.1% |
| All | +51.6% | -14.1% | +65.7% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling