-50.7%
COIN vs PRU
+27.9%
-78.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.4% | -1.8% |
| 7D | -6.7% | +9.8% | -16.4% | -14.4% |
| 30D | -19.5% | +11.6% | -31.1% | -27.5% |
| 3M | +0.5% | +3.7% | -3.2% | -3.1% |
| 6M | -25.4% | +33.0% | -58.3% | -45.1% |
| YTD | -33.0% | +16.6% | -49.6% | -45.2% |
| 1Y | -50.7% | +26.9% | -77.6% | -63.7% |
| All | -50.7% | +27.9% | -78.6% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling