+1,298.9%
COHR vs PSKY
-74.6%
+1,373.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.0% | +3.7% |
| 7D | +8.3% | -2.4% | +10.7% | +8.8% |
| 30D | -14.1% | +11.6% | -25.7% | -16.4% |
| 3M | -16.0% | +1.5% | -17.5% | -16.7% |
| 6M | +21.5% | +7.7% | +13.8% | +18.6% |
| YTD | +65.4% | -20.1% | +85.6% | +70.4% |
| 1Y | +195.0% | -38.3% | +233.3% | +218.3% |
| 3Y | +830.2% | -17.7% | +847.9% | +768.2% |
| 5Y | +397.1% | -69.9% | +467.0% | +473.2% |
| All | +1,298.9% | -74.6% | +1,373.4% | +1,462.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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