+195.0%
COHR vs PENG
+98.5%
+96.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.1% | +1.6% |
| 7D | +8.3% | -1.2% | +9.5% | +8.9% |
| 30D | -14.1% | -12.9% | -1.2% | -8.3% |
| 3M | -16.0% | -20.5% | +4.5% | -8.9% |
| 6M | +21.5% | +176.8% | -155.4% | -20.5% |
| YTD | +65.4% | +161.6% | -96.1% | +8.6% |
| 1Y | +195.0% | +95.6% | +99.4% | +104.3% |
| All | +195.0% | +98.5% | +96.5% | +104.3% |
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