-45.9%
COIN vs PSA
+6.8%
-52.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -5.1% | -1.8% | -3.3% | -4.4% |
| 30D | +17.6% | -8.4% | +26.0% | +21.1% |
| 3M | +9.2% | -7.8% | +17.1% | +12.1% |
| 6M | -11.8% | +0.8% | -12.6% | -14.9% |
| YTD | -22.5% | +16.5% | -39.0% | -28.9% |
| 1Y | -45.9% | +4.7% | -50.6% | -49.9% |
| All | -45.9% | +6.8% | -52.7% | -49.9% |
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