+20.3%
COHR vs PEP
-12.3%
+32.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | -1.5% |
| 7D | +13.0% | -1.7% | +14.7% | +9.9% |
| 30D | -6.7% | +0.3% | -7.0% | -5.5% |
| 3M | -14.7% | -3.2% | -11.5% | -14.2% |
| 6M | +20.3% | -13.6% | +33.8% | +12.9% |
| All | +20.3% | -12.3% | +32.6% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling