+194.8%
COHR vs PFGC
-5.1%
+199.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.5% |
| 7D | +1.0% | -2.2% | +3.2% | +0.7% |
| 30D | -14.1% | -11.9% | -2.2% | -15.5% |
| 3M | -33.2% | +5.0% | -38.2% | -35.3% |
| 6M | +2.5% | +8.6% | -6.1% | -2.3% |
| YTD | +52.7% | +9.7% | +43.0% | +52.3% |
| 1Y | +194.8% | -6.3% | +201.1% | +156.2% |
| All | +194.8% | -5.1% | +199.9% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling