+15,667.1%
COHR vs PEGA
+1,151.8%
+14,515.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.4% | -3.7% |
| 7D | +10.9% | -5.3% | +16.2% | +11.6% |
| 30D | -10.8% | +8.3% | -19.1% | -12.2% |
| 3M | -17.4% | +8.9% | -26.3% | -19.5% |
| 6M | +12.5% | -19.7% | +32.2% | +13.9% |
| YTD | +58.8% | -39.9% | +98.7% | +66.5% |
| 1Y | +183.3% | -36.4% | +219.7% | +193.8% |
| 3Y | +783.0% | +52.8% | +730.2% | +693.4% |
| 5Y | +377.2% | -45.7% | +422.9% | +382.3% |
| 10Y | +1,261.0% | +178.5% | +1,082.5% | +1,056.9% |
| All | +15,667.1% | +1,151.8% | +14,515.4% | +10,543.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling