-45.3%
COIN vs PCOR
-7.6%
-37.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.7% |
| 7D | -5.3% | +3.0% | -8.3% | -7.3% |
| 30D | -26.2% | +38.7% | -64.8% | -43.3% |
| 3M | -17.1% | +24.9% | -41.9% | -31.0% |
| 6M | -36.7% | +68.8% | -105.5% | -59.7% |
| YTD | -43.6% | +6.7% | -50.3% | -49.9% |
| 1Y | -54.9% | +3.0% | -57.9% | -58.8% |
| 3Y | +37.8% | +48.6% | -10.8% | -14.3% |
| 5Y | -62.8% | -12.7% | -50.1% | -71.9% |
| All | -45.3% | -7.6% | -37.7% | -57.7% |
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