+1,298.9%
COHR vs PLD
+250.7%
+1,048.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.6% |
| 7D | +8.3% | -1.2% | +9.5% | +9.1% |
| 30D | -14.1% | -3.5% | -10.6% | -12.4% |
| 3M | -16.0% | -7.1% | -8.9% | -13.2% |
| 6M | +21.5% | +2.6% | +18.9% | +18.2% |
| YTD | +65.4% | +8.0% | +57.5% | +55.6% |
| 1Y | +195.0% | +22.1% | +173.0% | +157.0% |
| 3Y | +830.2% | +22.3% | +807.9% | +696.6% |
| 5Y | +397.1% | +17.3% | +379.8% | +327.6% |
| All | +1,298.9% | +250.7% | +1,048.1% | +637.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 10y: compounded portfolio wealth divided by compounded PLD 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…
10y analysis · Full analysis span regression · 6 months rolling