+51.6%
COHR vs PENG
+120.5%
-68.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.1% | +3.1% | -1.1% |
| 7D | -18.6% | -20.5% | +1.9% | -8.2% |
| 30D | -41.5% | -20.4% | -21.2% | -34.7% |
| 3M | -39.7% | -16.4% | -23.3% | -34.3% |
| 6M | -40.9% | +49.2% | -90.1% | -51.0% |
| YTD | +5.7% | +147.2% | -141.5% | -34.4% |
| 1Y | +51.6% | +124.7% | -73.1% | +0.9% |
| All | +51.6% | +120.5% | -68.9% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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