+117.4%
COIN vs PBF
+59.1%
+58.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | -5.1% | +5.3% | -10.4% | -6.0% |
| 30D | +17.6% | +11.7% | +5.9% | +14.8% |
| 3M | +9.2% | +91.1% | -81.8% | -5.0% |
| 6M | -11.8% | +88.4% | -100.2% | -24.7% |
| YTD | -22.5% | +194.1% | -216.6% | -41.2% |
| 1Y | -45.9% | +180.4% | -226.3% | -59.3% |
| 3Y | +117.4% | +59.3% | +58.1% | +71.0% |
| All | +117.4% | +59.1% | +58.3% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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