+327.8%
COHR vs PCOR
-30.9%
+358.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.3% | +10.9% | +8.0% |
| 7D | +1.0% | -9.0% | +9.9% | +3.9% |
| 30D | -14.1% | +4.2% | -18.3% | -16.2% |
| 3M | -33.2% | +14.4% | -47.6% | -37.7% |
| 6M | +2.5% | +0.2% | +2.4% | -2.6% |
| YTD | +52.7% | -20.3% | +73.0% | +57.2% |
| 1Y | +194.8% | -16.1% | +210.9% | +197.2% |
| 3Y | +650.8% | -14.7% | +665.5% | +635.3% |
| 5Y | +358.4% | -43.2% | +401.5% | +344.6% |
| All | +327.8% | -30.9% | +358.7% | +312.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling