+393.6%
COHR vs PGR
+159.7%
+233.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.3% |
| 7D | +8.3% | -0.6% | +8.9% | +8.2% |
| 30D | -14.1% | +4.9% | -19.1% | -12.8% |
| 3M | -16.0% | +7.6% | -23.7% | -13.9% |
| 6M | +21.5% | +8.3% | +13.2% | +25.0% |
| YTD | +65.4% | +1.7% | +63.7% | +69.3% |
| 1Y | +195.0% | -6.8% | +201.9% | +201.0% |
| 3Y | +830.2% | +73.4% | +756.7% | +869.3% |
| All | +393.6% | +159.7% | +233.8% | +333.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling