+60,030.1%
COHR vs PPL
+2,096.5%
+57,933.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +1.0% | +2.7% | -1.7% | +0.2% |
| 30D | -14.1% | +0.5% | -14.6% | -14.2% |
| 3M | -33.2% | +0.7% | -33.9% | -33.5% |
| 6M | +2.5% | -7.6% | +10.1% | +4.4% |
| YTD | +52.7% | +1.8% | +50.9% | +51.0% |
| 1Y | +194.8% | -0.8% | +195.5% | +192.7% |
| 3Y | +650.8% | +56.9% | +594.0% | +541.3% |
| 5Y | +358.4% | +39.5% | +318.9% | +304.6% |
| 10Y | +1,191.2% | +55.4% | +1,135.8% | +974.8% |
| All | +60,030.1% | +2,096.5% | +57,933.7% | +34,689.6% |
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 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