-50.7%
COIN vs PSA
+28.0%
-78.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | +3.4% |
| 7D | -6.7% | +10.5% | -17.2% | -9.2% |
| 30D | -19.5% | +21.7% | -41.2% | -24.3% |
| 3M | +0.5% | +6.1% | -5.5% | -0.8% |
| 6M | -25.4% | +18.3% | -43.7% | -31.3% |
| YTD | -33.0% | +36.1% | -69.1% | -43.4% |
| 1Y | -50.7% | +29.3% | -80.0% | -56.0% |
| All | -50.7% | +28.0% | -78.7% | -56.0% |
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