-26.2%
COIN vs PCOR
-36.7%
+10.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.1% |
| 7D | -10.6% | -12.2% | +1.6% | -1.4% |
| 30D | +16.0% | -9.4% | +25.4% | +24.9% |
| 3M | +11.9% | +22.2% | -10.3% | -6.0% |
| 6M | -12.3% | -7.3% | -5.0% | -12.1% |
| YTD | -23.8% | -26.8% | +3.0% | -8.5% |
| 1Y | -45.4% | -22.2% | -23.1% | -38.6% |
| 3Y | +109.9% | -19.1% | +128.9% | +106.9% |
| 5Y | -30.6% | -42.4% | +11.8% | -29.0% |
| All | -26.2% | -36.7% | +10.5% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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