+1,298.9%
COHR vs PPL
+57.2%
+1,241.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +8.3% | -2.1% | +10.5% | +9.1% |
| 30D | -14.1% | -3.1% | -11.0% | -13.3% |
| 3M | -16.0% | -3.1% | -12.9% | -15.4% |
| 6M | +21.5% | -8.0% | +29.4% | +24.0% |
| YTD | +65.4% | -0.3% | +65.8% | +64.2% |
| 1Y | +195.0% | -2.2% | +197.2% | +193.7% |
| 3Y | +830.2% | +50.4% | +779.8% | +669.8% |
| 5Y | +397.1% | +36.9% | +360.2% | +325.1% |
| All | +1,298.9% | +57.2% | +1,241.7% | +1,016.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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