+19.6%
COHR vs PDD
-21.0%
+40.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.1% | +7.8% |
| 7D | +11.0% | -4.1% | +15.1% | +12.0% |
| 30D | -20.4% | -13.1% | -7.3% | -17.8% |
| 3M | -24.9% | -3.5% | -21.4% | -22.8% |
| All | +19.6% | -21.0% | +40.7% | +38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling