-43.8%
COIN vs PR
+567.0%
-610.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.7% |
| 7D | +3.4% | +2.9% | +0.5% | +2.5% |
| 30D | +23.2% | +18.0% | +5.1% | +17.5% |
| 3M | +12.5% | +16.9% | -4.4% | +7.0% |
| 6M | -11.6% | +28.2% | -39.8% | -19.1% |
| YTD | -18.4% | +69.3% | -87.7% | -31.3% |
| 1Y | -39.8% | +69.5% | -109.3% | -49.7% |
| 3Y | +136.7% | +81.7% | +55.1% | +90.4% |
| 5Y | -33.7% | +422.2% | -455.9% | -54.9% |
| All | -43.8% | +567.0% | -610.8% | -61.9% |
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