-61.1%
COIN vs PRU
+68.8%
-129.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -3.3% |
| 7D | -5.3% | +3.6% | -8.9% | -8.8% |
| 30D | -26.2% | +8.9% | -35.0% | -32.6% |
| 3M | -17.1% | +0.2% | -17.2% | -17.6% |
| 6M | -36.7% | +23.7% | -60.5% | -50.1% |
| YTD | -43.6% | +13.7% | -57.3% | -51.1% |
| 1Y | -54.9% | +20.6% | -75.5% | -63.4% |
| 3Y | +37.8% | +56.3% | -18.5% | -12.5% |
| 5Y | -62.8% | +42.3% | -105.1% | -73.1% |
| All | -61.1% | +68.8% | -129.9% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling