+824.4%
COHR vs PCOR
-18.2%
+842.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.2% | +1.5% |
| 7D | +13.0% | -9.0% | +22.0% | +15.6% |
| 30D | -6.7% | -7.0% | +0.3% | -5.8% |
| 3M | -14.7% | +18.3% | -33.1% | -21.0% |
| 6M | +20.3% | -7.8% | +28.1% | +19.3% |
| YTD | +64.4% | -25.6% | +90.0% | +79.8% |
| 1Y | +205.9% | -22.7% | +228.6% | +227.7% |
| All | +824.4% | -18.2% | +842.6% | +848.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling