+1,660.3%
PLTR vs COHR
+644.8%
+1,015.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | -0.8% |
| 7D | -4.1% | +8.3% | -12.4% | -7.2% |
| 30D | -2.2% | -14.1% | +11.9% | +2.0% |
| 3M | +27.6% | -16.0% | +43.6% | +28.1% |
| 6M | +10.3% | +21.5% | -11.2% | -11.5% |
| YTD | -5.9% | +65.4% | -71.4% | -36.6% |
| 1Y | +1.7% | +195.0% | -193.3% | -49.9% |
| 3Y | +959.1% | +830.2% | +128.9% | +158.6% |
| 5Y | +536.3% | +397.1% | +139.2% | +100.9% |
| All | +1,660.3% | +644.8% | +1,015.5% | +326.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling