+1,452.5%
COHR vs PSLV
+109.5%
+1,343.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +8.3% | -3.5% | +11.8% | +9.3% |
| 30D | -14.1% | -2.1% | -12.0% | -13.6% |
| 3M | -16.0% | -1.6% | -14.4% | -15.7% |
| 6M | +21.5% | -25.5% | +47.0% | +30.3% |
| YTD | +65.4% | -11.4% | +76.9% | +66.7% |
| 1Y | +195.0% | +48.6% | +146.4% | +163.7% |
| 3Y | +830.2% | +166.9% | +663.3% | +636.6% |
| 5Y | +397.1% | +152.4% | +244.7% | +294.3% |
| 10Y | +1,317.7% | +187.8% | +1,129.9% | +976.3% |
| All | +1,452.5% | +109.5% | +1,343.0% | +977.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling