+8,920.6%
COHR vs PFG
+998.8%
+7,921.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.7% |
| 7D | +10.9% | -3.0% | +13.9% | +12.0% |
| 30D | -10.8% | +2.5% | -13.3% | -11.9% |
| 3M | -17.4% | +6.1% | -23.4% | -20.1% |
| 6M | +12.5% | +31.3% | -18.8% | +0.2% |
| YTD | +58.8% | +33.6% | +25.3% | +40.4% |
| 1Y | +183.3% | +48.5% | +134.8% | +140.7% |
| 3Y | +783.0% | +69.6% | +713.4% | +623.3% |
| 5Y | +377.2% | +111.5% | +265.8% | +262.7% |
| 10Y | +1,261.0% | +244.2% | +1,016.9% | +743.0% |
| All | +8,920.6% | +998.8% | +7,921.8% | +3,254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling