-45.5%
COIN vs PTC
-9.2%
-36.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | +2.0% |
| 7D | +1.2% | -12.8% | +14.0% | +14.6% |
| 30D | +16.5% | -9.8% | +26.3% | +27.9% |
| 3M | +10.4% | -2.1% | +12.4% | +8.4% |
| 6M | -9.3% | -18.1% | +8.8% | +5.8% |
| YTD | -20.9% | -23.5% | +2.6% | -1.4% |
| 1Y | -40.8% | -37.4% | -3.4% | -9.2% |
| 3Y | +118.0% | -7.2% | +125.2% | +114.7% |
| 5Y | -30.7% | +2.7% | -33.4% | -41.0% |
| All | -45.5% | -9.2% | -36.2% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling