-10.0%
PLTR vs COHR
+54.9%
-64.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -1.4% |
| 7D | -12.8% | -18.6% | +5.8% | -10.6% |
| 30D | -9.3% | -41.5% | +32.2% | -4.2% |
| 3M | +5.6% | -39.7% | +45.3% | +10.1% |
| 6M | +17.6% | -40.9% | +58.4% | +18.6% |
| YTD | -3.4% | +5.7% | -9.1% | -15.7% |
| 1Y | -10.0% | +51.6% | -61.6% | -26.6% |
| All | -10.0% | +54.9% | -64.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 1y: compounded portfolio wealth divided by compounded COHR 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…
1y analysis · Full analysis span regression · 6 months rolling