-27.8%
COIN vs PH
+251.9%
-279.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | -0.1% |
| 7D | -5.1% | -1.3% | -3.8% | -3.7% |
| 30D | +17.6% | -11.0% | +28.6% | +32.3% |
| 3M | +9.2% | +5.5% | +3.7% | -0.1% |
| 6M | -11.8% | +1.5% | -13.2% | -18.0% |
| YTD | -22.5% | +8.8% | -31.3% | -34.1% |
| 1Y | -45.9% | +24.5% | -70.4% | -61.6% |
| 3Y | +117.4% | +141.2% | -23.8% | -30.8% |
| All | -27.8% | +251.9% | -279.8% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling