+1,298.9%
COHR vs PNR
+66.2%
+1,232.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.3% |
| 7D | +8.3% | -6.0% | +14.4% | +12.9% |
| 30D | -14.1% | -14.0% | -0.2% | -5.5% |
| 3M | -16.0% | -21.7% | +5.7% | -3.3% |
| 6M | +21.5% | -37.3% | +58.7% | +63.3% |
| YTD | +65.4% | -45.1% | +110.6% | +141.3% |
| 1Y | +195.0% | -49.1% | +244.1% | +353.9% |
| 3Y | +830.2% | -14.8% | +845.0% | +904.8% |
| 5Y | +397.1% | -21.0% | +418.1% | +453.8% |
| All | +1,298.9% | +66.2% | +1,232.7% | +887.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling