+1,298.9%
COHR vs PEG
+148.0%
+1,150.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +8.3% | -0.9% | +9.2% | +8.8% |
| 30D | -14.1% | -3.7% | -10.4% | -12.7% |
| 3M | -16.0% | -7.3% | -8.7% | -13.3% |
| 6M | +21.5% | -10.5% | +31.9% | +27.2% |
| YTD | +65.4% | -7.5% | +73.0% | +70.5% |
| 1Y | +195.0% | -8.7% | +203.7% | +205.7% |
| 3Y | +830.2% | +31.4% | +798.8% | +747.3% |
| 5Y | +397.1% | +37.8% | +359.3% | +339.6% |
| All | +1,298.9% | +148.0% | +1,150.9% | +997.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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