-47.5%
COIN vs PSA
+38.7%
-86.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -10.6% | -3.6% | -7.0% | -8.6% |
| 30D | +16.0% | -9.4% | +25.3% | +22.9% |
| 3M | +11.9% | -8.2% | +20.1% | +17.0% |
| 6M | -12.3% | -1.8% | -10.5% | -12.6% |
| YTD | -23.8% | +15.7% | -39.6% | -31.6% |
| 1Y | -45.4% | +6.3% | -51.6% | -48.4% |
| 3Y | +109.9% | +21.6% | +88.3% | +63.8% |
| 5Y | -30.6% | +13.5% | -44.1% | -37.7% |
| All | -47.5% | +38.7% | -86.2% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling