-46.6%
COIN vs PM
+169.2%
-215.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | -5.1% | +4.7% | -9.8% | -5.2% |
| 30D | +17.6% | +2.6% | +15.0% | +17.4% |
| 3M | +9.2% | +6.6% | +2.7% | +8.7% |
| 6M | -11.8% | +16.5% | -28.3% | -12.9% |
| YTD | -22.5% | +21.2% | -43.7% | -23.8% |
| 1Y | -45.9% | +17.9% | -63.8% | -46.6% |
| 3Y | +117.4% | +129.8% | -12.4% | +73.6% |
| 5Y | -29.4% | +133.0% | -162.5% | -42.9% |
| All | -46.6% | +169.2% | -215.9% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling