-54.9%
COIN vs PCAR
+11.3%
-66.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | -5.3% | +4.9% | -10.2% | -7.3% |
| 30D | -26.2% | -1.4% | -24.7% | -25.6% |
| 3M | -17.1% | -18.1% | +1.1% | -9.8% |
| 6M | -36.7% | -4.0% | -32.7% | -35.0% |
| YTD | -43.6% | -1.5% | -42.1% | -42.2% |
| 1Y | -54.9% | +13.2% | -68.1% | -55.6% |
| All | -54.9% | +11.3% | -66.2% | -55.6% |
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