+1,298.9%
COHR vs PEGA
+184.6%
+1,114.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.6% |
| 7D | +8.3% | -3.0% | +11.3% | +9.3% |
| 30D | -14.1% | +15.9% | -30.0% | -19.5% |
| 3M | -16.0% | +10.8% | -26.9% | -22.1% |
| 6M | +21.5% | -16.5% | +38.0% | +23.7% |
| YTD | +65.4% | -39.0% | +104.5% | +87.8% |
| 1Y | +195.0% | -37.3% | +232.3% | +227.6% |
| 3Y | +830.2% | +59.2% | +771.0% | +513.6% |
| 5Y | +397.1% | -44.9% | +442.0% | +440.8% |
| All | +1,298.9% | +184.6% | +1,114.2% | +603.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling