+393.6%
COHR vs PTC
+4.1%
+389.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.6% |
| 7D | +8.3% | -7.3% | +15.6% | +11.2% |
| 30D | -14.1% | -11.6% | -2.5% | -10.9% |
| 3M | -16.0% | +10.5% | -26.5% | -22.6% |
| 6M | +21.5% | -17.8% | +39.3% | +28.1% |
| YTD | +65.4% | -24.9% | +90.4% | +82.8% |
| 1Y | +195.0% | -36.8% | +231.8% | +262.1% |
| 3Y | +830.2% | -8.7% | +838.9% | +735.4% |
| All | +393.6% | +4.1% | +389.5% | +292.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 5y: compounded portfolio wealth divided by compounded PTC 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…
5y analysis · Full analysis span regression · 6 months rolling