-50.7%
COIN vs PBR
+74.7%
-125.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.0% | +11.1% | +3.9% |
| 7D | -6.7% | -11.0% | +4.3% | -6.9% |
| 30D | -19.5% | -18.8% | -0.7% | -19.7% |
| 3M | +0.5% | +7.8% | -7.3% | +0.6% |
| 6M | -25.4% | -7.6% | -17.8% | -24.9% |
| YTD | -33.0% | +72.7% | -105.7% | -43.4% |
| 1Y | -50.7% | +72.9% | -123.7% | -59.1% |
| All | -50.7% | +74.7% | -125.4% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling