+1,298.9%
COHR vs PCG
-76.0%
+1,374.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.3% |
| 7D | +8.3% | -3.5% | +11.8% | +8.8% |
| 30D | -14.1% | -20.6% | +6.5% | -12.3% |
| 3M | -16.0% | -17.6% | +1.6% | -14.6% |
| 6M | +21.5% | -23.5% | +44.9% | +24.5% |
| YTD | +65.4% | -13.6% | +79.1% | +67.2% |
| 1Y | +195.0% | -11.3% | +206.4% | +197.0% |
| 3Y | +830.2% | -16.9% | +847.1% | +839.5% |
| 5Y | +397.1% | +50.8% | +346.3% | +372.9% |
| All | +1,298.9% | -76.0% | +1,374.8% | +1,561.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling