-46.6%
COIN vs PRU
+62.9%
-109.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.1% |
| 7D | -5.1% | -2.3% | -2.8% | -2.7% |
| 30D | +17.6% | -1.7% | +19.3% | +19.4% |
| 3M | +9.2% | +13.2% | -4.0% | -4.8% |
| 6M | -11.8% | +28.8% | -40.5% | -33.2% |
| YTD | -22.5% | +9.8% | -32.3% | -30.2% |
| 1Y | -45.9% | +17.4% | -63.3% | -55.0% |
| 3Y | +117.4% | +44.9% | +72.5% | +49.4% |
| 5Y | -29.4% | +46.6% | -76.1% | -47.3% |
| All | -46.6% | +62.9% | -109.5% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling