+689.6%
COHR vs PSLV
+166.6%
+523.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.5% | -10.2% | -11.7% |
| 7D | -5.4% | -5.9% | +0.4% | -3.0% |
| 30D | -18.2% | -3.1% | -15.1% | -17.1% |
| 3M | -30.8% | -5.3% | -25.5% | -29.4% |
| 6M | +9.8% | -21.8% | +31.5% | +19.9% |
| YTD | +44.4% | -13.7% | +58.0% | +41.4% |
| 1Y | +158.8% | +42.8% | +116.0% | +99.8% |
| 3Y | +689.6% | +167.3% | +522.4% | +417.7% |
| All | +689.6% | +166.6% | +523.0% | +417.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling