-58.5%
COIN vs PR
+541.5%
-600.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.4% | +2.4% |
| 7D | -10.1% | -0.5% | -9.6% | -9.9% |
| 30D | -24.5% | -4.6% | -19.8% | -23.8% |
| 3M | -8.3% | +4.7% | -13.0% | -10.1% |
| 6M | -37.1% | +12.4% | -49.5% | -40.1% |
| YTD | -39.7% | +62.9% | -102.6% | -49.1% |
| 1Y | -55.2% | +70.6% | -125.8% | -62.7% |
| 3Y | +46.7% | +90.0% | -43.4% | +16.4% |
| 5Y | -59.5% | +255.5% | -315.0% | -73.2% |
| All | -58.5% | +541.5% | -600.0% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling