+557.7%
COHR vs PDD
+200.9%
+356.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.1% | +7.7% |
| 7D | +11.0% | -4.1% | +15.1% | +11.9% |
| 30D | -20.4% | -13.1% | -7.3% | -18.2% |
| 3M | -24.9% | -3.5% | -21.4% | -24.7% |
| 6M | +28.1% | -21.8% | +49.9% | +34.0% |
| YTD | +63.6% | -29.7% | +93.2% | +74.8% |
| 1Y | +205.9% | -36.2% | +242.2% | +233.7% |
| 3Y | +809.3% | -16.4% | +825.6% | +802.2% |
| 5Y | +397.1% | -23.8% | +420.9% | +357.5% |
| All | +557.7% | +200.9% | +356.7% | +297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling