+1,298.9%
COHR vs PSLV
+190.6%
+1,108.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +8.3% | -3.5% | +11.8% | +9.7% |
| 30D | -14.1% | -2.1% | -12.0% | -13.5% |
| 3M | -16.0% | -1.6% | -14.4% | -15.7% |
| 6M | +21.5% | -25.5% | +47.0% | +33.4% |
| YTD | +65.4% | -11.4% | +76.9% | +64.8% |
| 1Y | +195.0% | +48.6% | +146.4% | +145.3% |
| 3Y | +830.2% | +166.9% | +663.3% | +542.9% |
| 5Y | +397.1% | +152.4% | +244.7% | +243.4% |
| All | +1,298.9% | +190.6% | +1,108.3% | +749.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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