+830.2%
COHR vs PEP
-14.1%
+844.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.0% |
| 7D | +8.3% | -1.0% | +9.3% | +7.8% |
| 30D | -14.1% | -0.7% | -13.5% | -14.1% |
| 3M | -16.0% | -4.1% | -11.9% | -16.2% |
| 6M | +21.5% | -13.1% | +34.5% | +18.2% |
| YTD | +65.4% | -2.1% | +67.6% | +67.3% |
| 1Y | +195.0% | -1.7% | +196.7% | +199.4% |
| 3Y | +830.2% | -15.1% | +845.3% | +819.2% |
| All | +830.2% | -14.1% | +844.2% | +819.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling