-46.8%
COIN vs PFE
-0.8%
-46.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.4% |
| 7D | -0.1% | -4.3% | +4.1% | +0.6% |
| 30D | +17.5% | +2.7% | +14.8% | +17.0% |
| 3M | +12.4% | +10.0% | +2.4% | +10.6% |
| 6M | -12.5% | +7.2% | -19.7% | -13.6% |
| YTD | -22.7% | +17.3% | -40.1% | -24.7% |
| 1Y | -45.2% | +20.3% | -65.5% | -46.9% |
| 3Y | +112.8% | -1.6% | +114.5% | +111.3% |
| 5Y | -31.9% | -21.4% | -10.5% | -27.3% |
| All | -46.8% | -0.8% | -46.0% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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