+65,045.6%
COHR vs PG
+4,002.3%
+61,043.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.8% |
| 7D | +8.3% | -0.8% | +9.1% | +8.5% |
| 30D | -14.1% | +0.8% | -15.0% | -14.4% |
| 3M | -16.0% | -1.3% | -14.7% | -16.2% |
| 6M | +21.5% | -3.8% | +25.3% | +21.4% |
| YTD | +65.4% | +3.6% | +61.8% | +62.1% |
| 1Y | +195.0% | -5.7% | +200.7% | +194.8% |
| 3Y | +830.2% | +1.6% | +828.6% | +796.4% |
| 5Y | +397.1% | +14.6% | +382.5% | +361.8% |
| 10Y | +1,317.7% | +121.2% | +1,196.5% | +1,017.8% |
| All | +65,045.6% | +4,002.3% | +61,043.3% | +34,784.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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