+824.4%
COHR vs PENG
+107.0%
+717.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +13.0% | +7.3% | +5.7% | +9.4% |
| 30D | -6.7% | -7.5% | +0.8% | -3.3% |
| 3M | -14.7% | -17.2% | +2.5% | -9.6% |
| 6M | +20.3% | +176.7% | -156.5% | -23.8% |
| YTD | +64.4% | +161.0% | -96.6% | +5.2% |
| 1Y | +205.9% | +108.8% | +97.0% | +112.1% |
| All | +824.4% | +107.0% | +717.4% | +480.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling