+1,298.9%
COHR vs PEP
+78.2%
+1,220.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | -1.0% | +9.3% | +8.6% |
| 30D | -14.1% | -0.7% | -13.5% | -14.2% |
| 3M | -16.0% | -4.1% | -11.9% | -15.8% |
| 6M | +21.5% | -13.1% | +34.5% | +24.9% |
| YTD | +65.4% | -2.1% | +67.6% | +63.5% |
| 1Y | +195.0% | -1.7% | +196.7% | +189.2% |
| 3Y | +830.2% | -15.1% | +845.3% | +841.5% |
| 5Y | +397.1% | +3.1% | +394.0% | +344.4% |
| All | +1,298.9% | +78.2% | +1,220.7% | +873.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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