-47.5%
COIN vs PCAR
+133.2%
-180.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.9% |
| 7D | -10.6% | -1.6% | -9.0% | -9.4% |
| 30D | +16.0% | -7.3% | +23.2% | +24.0% |
| 3M | +11.9% | +7.8% | +4.1% | +4.2% |
| 6M | -12.3% | +3.6% | -15.9% | -16.8% |
| YTD | -23.8% | +12.9% | -36.7% | -33.4% |
| 1Y | -45.4% | +27.3% | -72.7% | -57.6% |
| 3Y | +109.9% | +61.9% | +48.0% | +26.3% |
| 5Y | -30.6% | +164.2% | -194.8% | -74.0% |
| All | -47.5% | +133.2% | -180.8% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling