-63.0%
COIN vs PPL
+47.4%
-110.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.9% |
| 7D | -5.3% | -0.4% | -4.9% | -5.1% |
| 30D | -26.2% | +2.6% | -28.8% | -27.3% |
| 3M | -17.1% | +0.8% | -17.9% | -17.8% |
| 6M | -36.7% | +1.4% | -38.2% | -37.8% |
| YTD | -43.6% | +4.3% | -47.9% | -45.6% |
| 1Y | -54.9% | +0.8% | -55.7% | -55.7% |
| 3Y | +37.8% | +57.9% | -20.1% | -9.3% |
| All | -63.0% | +47.4% | -110.4% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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