-31.9%
COIN vs PPL
+35.6%
-67.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.8% | -1.6% |
| 7D | -0.1% | 0.0% | -0.2% | -0.1% |
| 30D | +17.5% | -1.3% | +18.8% | +18.0% |
| 3M | +12.4% | -2.6% | +14.9% | +13.3% |
| 6M | -12.5% | -8.4% | -4.1% | -9.1% |
| YTD | -22.7% | +0.2% | -22.9% | -23.8% |
| 1Y | -45.2% | -0.2% | -45.0% | -45.9% |
| 3Y | +112.8% | +52.9% | +59.9% | +42.3% |
| 5Y | -31.9% | +36.8% | -68.7% | -47.3% |
| All | -31.9% | +35.6% | -67.4% | -47.3% |
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