-47.5%
COIN vs PLD
+41.0%
-88.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.5% |
| 7D | -10.6% | -2.8% | -7.7% | -8.1% |
| 30D | +16.0% | -3.6% | +19.6% | +20.3% |
| 3M | +11.9% | -7.1% | +19.0% | +19.8% |
| 6M | -12.3% | +0.2% | -12.6% | -13.2% |
| YTD | -23.8% | +6.9% | -30.7% | -29.5% |
| 1Y | -45.4% | +25.0% | -70.4% | -57.1% |
| 3Y | +109.9% | +20.8% | +89.1% | +61.9% |
| 5Y | -30.6% | +16.2% | -46.8% | -37.7% |
| All | -47.5% | +41.0% | -88.6% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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