+65,045.6%
COHR vs PGR
+42,507.8%
+22,537.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +8.3% | -0.6% | +8.9% | +8.5% |
| 30D | -14.1% | +4.9% | -19.1% | -15.5% |
| 3M | -16.0% | +7.6% | -23.7% | -18.8% |
| 6M | +21.5% | +8.3% | +13.2% | +16.7% |
| YTD | +65.4% | +1.7% | +63.7% | +60.8% |
| 1Y | +195.0% | -6.8% | +201.9% | +192.1% |
| 3Y | +830.2% | +73.4% | +756.7% | +651.4% |
| 5Y | +397.1% | +161.2% | +235.9% | +242.8% |
| 10Y | +1,317.7% | +819.5% | +498.2% | +581.5% |
| All | +65,045.6% | +42,507.8% | +22,537.8% | +22,150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling