+393.6%
COHR vs PCOR
-42.8%
+436.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +8.3% | -8.2% | +16.5% | +11.4% |
| 30D | -14.1% | -8.1% | -6.0% | -12.7% |
| 3M | -16.0% | +26.2% | -42.2% | -25.3% |
| 6M | +21.5% | -5.0% | +26.5% | +16.7% |
| YTD | +65.4% | -26.8% | +92.2% | +75.4% |
| 1Y | +195.0% | -24.6% | +219.6% | +209.1% |
| 3Y | +830.2% | -19.6% | +849.8% | +823.5% |
| All | +393.6% | -42.8% | +436.4% | +393.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling