-50.7%
COIN vs PCAR
+12.4%
-63.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.1% | +2.2% |
| 7D | -6.7% | +3.7% | -10.3% | -8.3% |
| 30D | -19.5% | -2.9% | -16.6% | -18.3% |
| 3M | +0.5% | -21.7% | +22.2% | +12.9% |
| 6M | -25.4% | -6.6% | -18.7% | -22.4% |
| YTD | -33.0% | -2.2% | -30.8% | -33.7% |
| 1Y | -50.7% | +12.2% | -62.9% | -57.6% |
| All | -50.7% | +12.4% | -63.1% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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