+393.6%
COHR vs PEGA
-45.0%
+438.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.8% |
| 7D | +8.3% | -3.0% | +11.3% | +9.0% |
| 30D | -14.1% | +15.9% | -30.0% | -17.6% |
| 3M | -16.0% | +10.8% | -26.9% | -19.8% |
| 6M | +21.5% | -16.5% | +38.0% | +24.1% |
| YTD | +65.4% | -39.0% | +104.5% | +83.4% |
| 1Y | +195.0% | -37.3% | +232.3% | +222.1% |
| 3Y | +830.2% | +59.2% | +771.0% | +618.6% |
| All | +393.6% | -45.0% | +438.5% | +431.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling