+195.0%
COHR vs PPL
-1.5%
+196.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.0% |
| 7D | +8.3% | -2.1% | +10.5% | +7.6% |
| 30D | -14.1% | -3.1% | -11.0% | -14.8% |
| 3M | -16.0% | -3.1% | -12.9% | -16.5% |
| 6M | +21.5% | -8.0% | +29.4% | +18.3% |
| YTD | +65.4% | -0.3% | +65.8% | +68.8% |
| 1Y | +195.0% | -2.2% | +197.2% | +209.1% |
| All | +195.0% | -1.5% | +196.5% | +209.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling