+1,298.9%
COHR vs PNC
+279.5%
+1,019.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.8% |
| 7D | +8.3% | -0.6% | +8.9% | +8.6% |
| 30D | -14.1% | -4.4% | -9.7% | -11.7% |
| 3M | -16.0% | +5.2% | -21.2% | -19.1% |
| 6M | +21.5% | +20.6% | +0.8% | +6.7% |
| YTD | +65.4% | +19.8% | +45.7% | +45.4% |
| 1Y | +195.0% | +24.4% | +170.6% | +152.4% |
| 3Y | +830.2% | +131.2% | +698.9% | +443.9% |
| 5Y | +397.1% | +53.1% | +344.0% | +267.5% |
| All | +1,298.9% | +279.5% | +1,019.3% | +494.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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