+393.6%
COHR vs PFGC
+110.3%
+283.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +8.3% | -4.8% | +13.1% | +10.6% |
| 30D | -14.1% | -12.5% | -1.6% | -9.1% |
| 3M | -16.0% | -9.7% | -6.3% | -13.6% |
| 6M | +21.5% | +7.0% | +14.4% | +14.1% |
| YTD | +65.4% | +4.5% | +61.0% | +56.3% |
| 1Y | +195.0% | -11.6% | +206.6% | +201.2% |
| 3Y | +830.2% | +58.5% | +771.7% | +606.0% |
| All | +393.6% | +110.3% | +283.3% | +215.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling