+64,642.4%
COHR vs PCG
+101.8%
+64,540.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.1% |
| 7D | +13.0% | +6.5% | +6.5% | +12.0% |
| 30D | -6.7% | -16.7% | +10.1% | -4.8% |
| 3M | -14.7% | -14.2% | -0.6% | -13.5% |
| 6M | +20.3% | -21.5% | +41.7% | +23.4% |
| YTD | +64.4% | -11.2% | +75.6% | +65.8% |
| 1Y | +205.9% | -4.2% | +210.1% | +205.1% |
| 3Y | +814.1% | -14.9% | +829.0% | +821.6% |
| 5Y | +387.4% | +54.2% | +333.1% | +354.6% |
| 10Y | +1,308.9% | -75.3% | +1,384.2% | +1,364.4% |
| All | +64,642.4% | +101.8% | +64,540.6% | +40,047.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling