+51.6%
COHR vs PPG
+38.5%
+13.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.0% | -10.9% | -7.5% |
| 7D | -18.6% | +7.5% | -26.0% | -20.7% |
| 30D | -41.5% | +20.9% | -62.4% | -45.8% |
| 3M | -39.7% | +8.7% | -48.4% | -41.4% |
| 6M | -40.9% | +23.8% | -64.7% | -45.1% |
| YTD | +5.7% | +26.5% | -20.8% | +4.1% |
| 1Y | +51.6% | +37.6% | +14.0% | +66.1% |
| All | +51.6% | +38.5% | +13.1% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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