+195.0%
COHR vs PDD
-38.1%
+233.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -5.4% | +13.7% | +10.7% |
| 30D | -14.1% | -12.6% | -1.5% | -9.3% |
| 3M | -16.0% | -4.3% | -11.7% | -14.7% |
| 6M | +21.5% | -24.4% | +45.9% | +42.5% |
| YTD | +65.4% | -31.4% | +96.8% | +103.7% |
| 1Y | +195.0% | -38.1% | +233.1% | +322.1% |
| All | +195.0% | -38.1% | +233.1% | +322.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling