-12.5%
COIN vs PM
+11.5%
-24.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.3% |
| 7D | -0.1% | -1.2% | +1.0% | -0.2% |
| 30D | +17.5% | -0.2% | +17.7% | +17.2% |
| 3M | +12.4% | +4.9% | +7.5% | +10.7% |
| 6M | -12.5% | +9.0% | -21.6% | -18.0% |
| All | -12.5% | +11.5% | -24.0% | -18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling