+46,438.7%
COHR vs PPL
+2,150.0%
+44,288.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -6.4% |
| 7D | +13.1% | -0.4% | +13.5% | +13.2% |
| 30D | -17.2% | +2.6% | -19.8% | -18.0% |
| 3M | -33.3% | +0.8% | -34.1% | -33.7% |
| 6M | -46.0% | +1.4% | -47.4% | -46.5% |
| YTD | +18.2% | +4.3% | +13.9% | +15.7% |
| 1Y | +55.9% | +0.8% | +55.1% | +53.9% |
| 3Y | +544.7% | +57.9% | +486.7% | +448.4% |
| 5Y | +234.6% | +48.3% | +186.3% | +189.4% |
| 10Y | +656.2% | +66.4% | +589.8% | +515.9% |
| All | +46,438.7% | +2,150.0% | +44,288.6% | +26,557.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling