-31.9%
COIN vs PCOR
-42.7%
+10.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.3% | +0.5% |
| 7D | -0.1% | -9.0% | +8.9% | +7.7% |
| 30D | +17.5% | -7.0% | +24.5% | +24.3% |
| 3M | +12.4% | +18.3% | -6.0% | -4.0% |
| 6M | -12.5% | -7.8% | -4.7% | -11.9% |
| YTD | -22.7% | -25.6% | +2.8% | -7.9% |
| 1Y | -45.2% | -22.7% | -22.5% | -37.9% |
| 3Y | +112.8% | -17.7% | +130.5% | +103.8% |
| 5Y | -31.9% | -42.0% | +10.2% | -29.8% |
| All | -31.9% | -42.7% | +10.9% | -29.8% |
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 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