-46.6%
COIN vs PBR
+781.2%
-827.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.9% |
| 7D | -5.1% | +5.4% | -10.4% | -6.1% |
| 30D | +17.6% | +22.9% | -5.3% | +12.8% |
| 3M | +9.2% | +19.6% | -10.4% | +4.9% |
| 6M | -11.8% | +16.5% | -28.2% | -15.4% |
| YTD | -22.5% | +86.7% | -109.2% | -33.4% |
| 1Y | -45.9% | +74.7% | -120.6% | -52.9% |
| 3Y | +117.4% | +102.6% | +14.8% | +80.2% |
| 5Y | -29.4% | +566.6% | -596.0% | -54.5% |
| All | -46.6% | +781.2% | -827.8% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling