+195.0%
COHR vs PPG
-0.8%
+195.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.0% |
| 7D | +8.3% | -6.2% | +14.6% | +11.3% |
| 30D | -14.1% | -7.9% | -6.2% | -11.1% |
| 3M | -16.0% | -10.2% | -5.8% | -11.9% |
| 6M | +21.5% | +2.7% | +18.8% | +21.8% |
| YTD | +65.4% | +4.9% | +60.6% | +63.1% |
| 1Y | +195.0% | -3.2% | +198.2% | +212.9% |
| All | +195.0% | -0.8% | +195.8% | +212.9% |
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 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