-61.1%
COIN vs PCAR
+103.6%
-164.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.6% |
| 7D | -5.3% | +4.9% | -10.2% | -9.1% |
| 30D | -26.2% | -1.4% | -24.7% | -25.1% |
| 3M | -17.1% | -18.1% | +1.1% | -1.4% |
| 6M | -36.7% | -4.0% | -32.7% | -35.5% |
| YTD | -43.6% | -1.5% | -42.1% | -44.6% |
| 1Y | -54.9% | +13.2% | -68.1% | -61.5% |
| 3Y | +37.8% | +35.8% | +2.0% | -3.3% |
| 5Y | -62.8% | +114.6% | -177.4% | -83.9% |
| All | -61.1% | +103.6% | -164.7% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling