+959.1%
PLTR vs COHR
+805.6%
+153.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | -0.5% |
| 7D | -4.1% | +8.3% | -12.4% | -6.7% |
| 30D | -2.2% | -14.1% | +11.9% | +1.5% |
| 3M | +27.6% | -16.0% | +43.6% | +28.2% |
| 6M | +10.3% | +21.5% | -11.2% | -9.8% |
| YTD | -5.9% | +65.4% | -71.4% | -34.9% |
| 1Y | +1.7% | +195.0% | -193.3% | -48.3% |
| 3Y | +959.1% | +830.2% | +128.9% | +113.2% |
| All | +959.1% | +805.6% | +153.5% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling