+113.7%
COIN vs PRU
+43.3%
+70.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -2.2% |
| 7D | -10.6% | -3.8% | -6.8% | -6.7% |
| 30D | +16.0% | -2.0% | +18.0% | +18.1% |
| 3M | +11.9% | +14.0% | -2.1% | -3.8% |
| 6M | -12.3% | +27.2% | -39.6% | -33.7% |
| YTD | -23.8% | +9.1% | -32.9% | -31.3% |
| 1Y | -45.4% | +18.1% | -63.4% | -55.3% |
| All | +113.7% | +43.3% | +70.4% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling