-47.5%
COIN vs PR
+576.7%
-624.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -10.6% | -0.2% | -10.4% | -10.6% |
| 30D | +16.0% | +10.4% | +5.5% | +12.8% |
| 3M | +11.9% | +21.1% | -9.3% | +5.2% |
| 6M | -12.3% | +28.8% | -41.1% | -19.8% |
| YTD | -23.8% | +71.8% | -95.6% | -36.2% |
| 1Y | -45.4% | +73.3% | -118.7% | -54.6% |
| 3Y | +109.9% | +85.9% | +24.0% | +67.8% |
| 5Y | -30.6% | +421.8% | -452.4% | -53.1% |
| All | -47.5% | +576.7% | -624.3% | -64.6% |
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