-60.7%
COIN vs PCOR
-17.1%
-43.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.7% | -2.7% |
| 7D | -9.2% | +20.7% | -29.9% | -23.2% |
| 30D | -26.3% | +35.7% | -62.0% | -43.5% |
| 3M | -11.1% | +31.1% | -42.2% | -30.1% |
| 6M | -34.3% | +43.1% | -77.4% | -53.9% |
| YTD | -41.6% | +4.8% | -46.4% | -48.0% |
| 1Y | -58.4% | -3.7% | -54.8% | -60.1% |
| 3Y | +42.2% | +46.5% | -4.3% | -16.9% |
| All | -60.7% | -17.1% | -43.6% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling