+1,799.1%
COHR vs PFGC
+394.4%
+1,404.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +8.3% | -4.8% | +13.1% | +9.7% |
| 30D | -14.1% | -12.5% | -1.6% | -11.1% |
| 3M | -16.0% | -9.7% | -6.3% | -14.4% |
| 6M | +21.5% | +7.0% | +14.4% | +17.9% |
| YTD | +65.4% | +4.5% | +61.0% | +61.2% |
| 1Y | +195.0% | -11.6% | +206.6% | +199.3% |
| 3Y | +830.2% | +58.5% | +771.7% | +714.2% |
| 5Y | +397.1% | +112.6% | +284.5% | +299.7% |
| 10Y | +1,317.7% | +291.1% | +1,026.6% | +872.0% |
| All | +1,799.1% | +394.4% | +1,404.6% | +1,095.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling