+565.3%
COHR vs PDD
+193.6%
+371.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -5.4% | +13.7% | +9.5% |
| 30D | -14.1% | -12.6% | -1.5% | -11.8% |
| 3M | -16.0% | -4.3% | -11.7% | -15.7% |
| 6M | +21.5% | -24.4% | +45.9% | +27.9% |
| YTD | +65.4% | -31.4% | +96.8% | +77.7% |
| 1Y | +195.0% | -38.1% | +233.1% | +223.8% |
| 3Y | +830.2% | -20.1% | +850.3% | +831.6% |
| 5Y | +397.1% | -25.0% | +422.1% | +358.9% |
| All | +565.3% | +193.6% | +371.7% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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