-31.9%
COIN vs PR
+429.1%
-460.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | -0.1% | -0.8% | +0.7% | +0.2% |
| 30D | +17.5% | +11.3% | +6.3% | +13.3% |
| 3M | +12.4% | +24.1% | -11.7% | +3.0% |
| 6M | -12.5% | +25.4% | -37.9% | -21.1% |
| YTD | -22.7% | +71.2% | -94.0% | -38.2% |
| 1Y | -45.2% | +78.6% | -123.8% | -57.3% |
| 3Y | +112.8% | +85.2% | +27.6% | +59.6% |
| 5Y | -31.9% | +419.0% | -450.9% | -62.6% |
| All | -31.9% | +429.1% | -460.9% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling