+393.6%
COHR vs PWR
+462.1%
-68.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -1.0% | -0.6% |
| 7D | +8.3% | +4.2% | +4.1% | +4.4% |
| 30D | -14.1% | -4.0% | -10.1% | -10.4% |
| 3M | -16.0% | -4.8% | -11.2% | -9.7% |
| 6M | +21.5% | +14.6% | +6.8% | +11.3% |
| YTD | +65.4% | +54.2% | +11.2% | +18.7% |
| 1Y | +195.0% | +67.1% | +127.9% | +98.6% |
| 3Y | +830.2% | +218.5% | +611.7% | +299.1% |
| All | +393.6% | +462.1% | -68.5% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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