-27.8%
COIN vs PHM
+156.2%
-184.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.6% |
| 7D | -5.1% | -5.0% | -0.1% | -1.5% |
| 30D | +17.6% | -8.4% | +26.0% | +25.2% |
| 3M | +9.2% | -4.4% | +13.7% | +11.1% |
| 6M | -11.8% | -3.7% | -8.0% | -11.9% |
| YTD | -22.5% | +1.3% | -23.8% | -27.6% |
| 1Y | -45.9% | -14.0% | -31.9% | -42.5% |
| 3Y | +117.4% | +48.1% | +69.3% | +23.5% |
| All | -27.8% | +156.2% | -184.0% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling