+854.3%
COHR vs PENG
+752.7%
+101.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.1% | +2.1% |
| 7D | +8.3% | -1.2% | +9.5% | +8.8% |
| 30D | -14.1% | -12.9% | -1.2% | -9.4% |
| 3M | -16.0% | -20.5% | +4.5% | -9.7% |
| 6M | +21.5% | +176.8% | -155.4% | -19.1% |
| YTD | +65.4% | +161.6% | -96.1% | +11.3% |
| 1Y | +195.0% | +95.6% | +99.4% | +119.1% |
| 3Y | +830.2% | +111.9% | +718.2% | +509.7% |
| 5Y | +397.1% | +111.4% | +285.7% | +220.2% |
| All | +854.3% | +752.7% | +101.6% | +426.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling