-27.8%
COIN vs PSKY
-70.1%
+42.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.8% |
| 7D | -5.1% | -2.4% | -2.7% | -4.1% |
| 30D | +17.6% | +11.6% | +6.0% | +12.2% |
| 3M | +9.2% | +1.5% | +7.7% | +8.0% |
| 6M | -11.8% | +7.7% | -19.5% | -15.2% |
| YTD | -22.5% | -20.1% | -2.4% | -17.3% |
| 1Y | -45.9% | -38.3% | -7.6% | -36.6% |
| 3Y | +117.4% | -17.7% | +135.1% | +84.8% |
| All | -27.8% | -70.1% | +42.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 5y: compounded portfolio wealth divided by compounded PSKY 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…
5y analysis · Full analysis span regression · 6 months rolling