+233.8%
COHR vs PCOR
-11.9%
+245.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -6.2% |
| 7D | +13.1% | +3.0% | +10.1% | +12.2% |
| 30D | -17.2% | +38.7% | -55.8% | -26.1% |
| 3M | -33.3% | +24.9% | -58.2% | -39.2% |
| 6M | -46.0% | +68.8% | -114.7% | -57.2% |
| YTD | +18.2% | +6.7% | +11.5% | +9.3% |
| 1Y | +55.9% | +3.0% | +52.9% | +46.8% |
| 3Y | +544.7% | +48.6% | +496.0% | +411.7% |
| All | +233.8% | -11.9% | +245.7% | +195.5% |
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