-50.7%
COIN vs PHM
+16.2%
-66.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.2% | -3.0% | +3.3% |
| 7D | -6.7% | +13.6% | -20.2% | -8.3% |
| 30D | -19.5% | +19.3% | -38.8% | -21.6% |
| 3M | +0.5% | +3.5% | -3.0% | -0.2% |
| 6M | -25.4% | +18.6% | -44.0% | -27.3% |
| YTD | -33.0% | +16.7% | -49.7% | -38.1% |
| 1Y | -50.7% | +14.6% | -65.3% | -54.7% |
| All | -50.7% | +16.2% | -66.9% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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