+26.1%
COHR vs PNR
-33.6%
+59.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -3.1% | -9.8% | -12.6% |
| 7D | -28.4% | +6.0% | -34.4% | -29.0% |
| 30D | -49.8% | +32.4% | -82.3% | -52.0% |
| 3M | -48.3% | +1.6% | -49.9% | -48.1% |
| 6M | -49.4% | -9.5% | -39.9% | -47.0% |
| YTD | -8.0% | -32.0% | +24.0% | +3.3% |
| 1Y | +26.1% | -34.4% | +60.5% | +43.3% |
| All | +26.1% | -33.6% | +59.7% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling