+113.7%
COIN vs PTC
-10.7%
+124.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -10.6% | -14.2% | +3.6% | +0.7% |
| 30D | +16.0% | -14.4% | +30.4% | +31.1% |
| 3M | +11.9% | -4.7% | +16.6% | +13.0% |
| 6M | -12.3% | -19.3% | +7.0% | +2.9% |
| YTD | -23.8% | -26.1% | +2.3% | -2.9% |
| 1Y | -45.4% | -37.1% | -8.3% | -18.1% |
| All | +113.7% | -10.7% | +124.4% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling