+195.0%
COHR vs PEGA
-36.0%
+231.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +4.5% |
| 7D | +8.3% | -3.0% | +11.3% | +7.8% |
| 30D | -14.1% | +15.9% | -30.0% | -11.5% |
| 3M | -16.0% | +10.8% | -26.9% | -12.1% |
| 6M | +21.5% | -16.5% | +38.0% | +28.2% |
| YTD | +65.4% | -39.0% | +104.5% | +81.8% |
| 1Y | +195.0% | -37.3% | +232.3% | +227.2% |
| All | +195.0% | -36.0% | +231.1% | +227.2% |
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