-27.8%
COIN vs PTC
+4.1%
-31.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.2% |
| 7D | -5.1% | -7.3% | +2.2% | +2.0% |
| 30D | +17.6% | -11.6% | +29.2% | +32.5% |
| 3M | +9.2% | +10.5% | -1.2% | -3.5% |
| 6M | -11.8% | -17.8% | +6.1% | +3.0% |
| YTD | -22.5% | -24.9% | +2.4% | -0.5% |
| 1Y | -45.9% | -36.8% | -9.1% | -15.5% |
| 3Y | +117.4% | -8.7% | +126.1% | +111.6% |
| All | -27.8% | +4.1% | -31.9% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling