+1,298.9%
COHR vs PPG
+26.9%
+1,272.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +3.9% |
| 7D | +8.3% | -6.2% | +14.6% | +13.2% |
| 30D | -14.1% | -7.9% | -6.2% | -9.1% |
| 3M | -16.0% | -10.2% | -5.8% | -9.5% |
| 6M | +21.5% | +2.7% | +18.8% | +18.2% |
| YTD | +65.4% | +4.9% | +60.6% | +56.5% |
| 1Y | +195.0% | -3.2% | +198.2% | +193.4% |
| 3Y | +830.2% | -17.0% | +847.2% | +930.0% |
| 5Y | +397.1% | -23.3% | +420.4% | +475.4% |
| All | +1,298.9% | +26.9% | +1,272.0% | +994.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling