-61.9%
COIN vs PCAR
+113.3%
-175.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -2.6% |
| 7D | -4.5% | +2.1% | -6.6% | -6.3% |
| 30D | -28.1% | -1.2% | -26.9% | -27.2% |
| 3M | -12.3% | -18.6% | +6.3% | +5.8% |
| 6M | -37.1% | -5.1% | -32.0% | -35.2% |
| YTD | -42.2% | -1.8% | -40.5% | -43.4% |
| 1Y | -57.0% | +10.6% | -67.7% | -62.9% |
| 3Y | +40.6% | +34.9% | +5.7% | -5.8% |
| 5Y | -61.9% | +114.0% | -175.9% | -86.5% |
| All | -61.9% | +113.3% | -175.2% | -86.5% |
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 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