+344.9%
COHR vs PCOR
-36.7%
+381.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.8% |
| 7D | +10.9% | -12.2% | +23.1% | +15.4% |
| 30D | -10.8% | -9.4% | -1.4% | -8.9% |
| 3M | -17.4% | +22.2% | -39.6% | -25.3% |
| 6M | +12.5% | -7.3% | +19.8% | +9.5% |
| YTD | +58.8% | -26.8% | +85.7% | +68.0% |
| 1Y | +183.3% | -22.2% | +205.5% | +192.1% |
| 3Y | +783.0% | -19.1% | +802.1% | +776.9% |
| 5Y | +377.2% | -42.4% | +419.7% | +371.8% |
| All | +344.9% | -36.7% | +381.6% | +340.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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