+1,298.9%
COHR vs PFG
+251.1%
+1,047.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.6% |
| 7D | +8.3% | -0.4% | +8.8% | +8.5% |
| 30D | -14.1% | +2.9% | -17.0% | -16.0% |
| 3M | -16.0% | +6.7% | -22.7% | -20.6% |
| 6M | +21.5% | +33.8% | -12.3% | 0.0% |
| YTD | +65.4% | +35.0% | +30.5% | +35.1% |
| 1Y | +195.0% | +46.4% | +148.6% | +129.6% |
| 3Y | +830.2% | +71.7% | +758.5% | +567.8% |
| 5Y | +397.1% | +113.7% | +283.4% | +217.8% |
| All | +1,298.9% | +251.1% | +1,047.8% | +525.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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