+830.2%
COHR vs PGR
+75.0%
+755.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.5% |
| 7D | +8.3% | -0.6% | +8.9% | +8.1% |
| 30D | -14.1% | +4.9% | -19.1% | -11.5% |
| 3M | -16.0% | +7.6% | -23.7% | -11.6% |
| 6M | +21.5% | +8.3% | +13.2% | +28.8% |
| YTD | +65.4% | +1.7% | +63.7% | +73.2% |
| 1Y | +195.0% | -6.8% | +201.9% | +205.6% |
| 3Y | +830.2% | +73.4% | +756.7% | +1,165.7% |
| All | +830.2% | +75.0% | +755.2% | +1,165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 3y: compounded portfolio wealth divided by compounded PGR 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…
3y analysis · Full analysis span regression · 6 months rolling