-39.8%
COIN vs PBR
+70.4%
-110.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -4.2% |
| 7D | +3.4% | +8.6% | -5.2% | +3.3% |
| 30D | +23.2% | +12.8% | +10.4% | +23.2% |
| 3M | +12.5% | +14.7% | -2.2% | +12.5% |
| 6M | -11.6% | +25.2% | -36.8% | -14.5% |
| YTD | -18.4% | +77.1% | -95.5% | -25.4% |
| 1Y | -39.8% | +69.6% | -109.4% | -45.2% |
| All | -39.8% | +70.4% | -110.2% | -45.2% |
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