+51.6%
COHR vs PFGC
+12.5%
+39.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +13.5% | -19.5% | -4.0% |
| 7D | -18.6% | +13.9% | -32.4% | -16.9% |
| 30D | -41.5% | +18.4% | -59.9% | -40.3% |
| 3M | -39.7% | -2.5% | -37.2% | -39.3% |
| 6M | -40.9% | +26.0% | -66.9% | -44.2% |
| YTD | +5.7% | +21.9% | -16.2% | +6.2% |
| 1Y | +51.6% | +13.4% | +38.2% | +46.7% |
| All | +51.6% | +12.5% | +39.1% | +46.7% |
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