+117.4%
COIN vs PNR
-14.5%
+131.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -5.1% | -6.0% | +0.9% | -1.1% |
| 30D | +17.6% | -14.0% | +31.6% | +29.7% |
| 3M | +9.2% | -21.7% | +30.9% | +24.8% |
| 6M | -11.8% | -37.3% | +25.5% | +19.5% |
| YTD | -22.5% | -45.1% | +22.6% | +16.4% |
| 1Y | -45.9% | -49.1% | +3.2% | -12.4% |
| 3Y | +117.4% | -14.8% | +132.2% | +147.1% |
| All | +117.4% | -14.5% | +131.9% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling