-61.1%
COIN vs PR
+562.5%
-623.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.6% |
| 7D | -5.3% | +6.0% | -11.3% | -6.8% |
| 30D | -26.2% | -4.2% | -22.0% | -25.6% |
| 3M | -17.1% | +10.0% | -27.0% | -19.8% |
| 6M | -36.7% | +15.6% | -52.4% | -40.2% |
| YTD | -43.6% | +68.2% | -111.7% | -52.8% |
| 1Y | -54.9% | +79.2% | -134.1% | -63.0% |
| 3Y | +37.8% | +94.9% | -57.1% | +8.6% |
| 5Y | -62.8% | +272.8% | -335.6% | -75.6% |
| All | -61.1% | +562.5% | -623.6% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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