-31.9%
COIN vs PCAR
+165.3%
-197.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.9% |
| 7D | -0.1% | -0.2% | +0.1% | +0.2% |
| 30D | +17.5% | -6.9% | +24.4% | +25.5% |
| 3M | +12.4% | +2.1% | +10.3% | +9.4% |
| 6M | -12.5% | +1.6% | -14.1% | -15.7% |
| YTD | -22.7% | +12.2% | -35.0% | -32.6% |
| 1Y | -45.2% | +28.0% | -73.2% | -58.3% |
| 3Y | +112.8% | +61.0% | +51.9% | +23.2% |
| 5Y | -31.9% | +163.9% | -195.8% | -77.4% |
| All | -31.9% | +165.3% | -197.2% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling