+194.8%
COHR vs PEGA
-30.0%
+224.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +6.4% |
| 7D | +1.0% | +3.3% | -2.3% | +1.6% |
| 30D | -14.1% | +17.7% | -31.9% | -11.3% |
| 3M | -33.2% | +5.8% | -39.0% | -29.8% |
| 6M | +2.5% | -20.3% | +22.8% | +9.3% |
| YTD | +52.7% | -37.1% | +89.9% | +68.1% |
| 1Y | +194.8% | -30.2% | +225.0% | +218.9% |
| All | +194.8% | -30.0% | +224.8% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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