-39.8%
COIN vs PSA
+7.3%
-47.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.8% |
| 7D | +3.4% | -3.7% | +7.0% | +4.5% |
| 30D | +23.2% | -7.7% | +30.9% | +26.3% |
| 3M | +12.5% | -0.6% | +13.1% | +11.2% |
| 6M | -11.6% | -0.9% | -10.7% | -13.5% |
| YTD | -18.4% | +18.7% | -37.0% | -24.6% |
| 1Y | -39.8% | +7.6% | -47.5% | -44.0% |
| All | -39.8% | +7.3% | -47.1% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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