+118.0%
COIN vs PR
+87.2%
+30.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.5% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | +16.5% | +17.4% | -0.9% | +10.1% |
| 3M | +10.4% | +21.8% | -11.4% | +1.8% |
| 6M | -9.3% | +27.6% | -36.9% | -19.3% |
| YTD | -20.9% | +71.4% | -92.3% | -38.6% |
| 1Y | -40.8% | +78.3% | -119.1% | -55.4% |
| 3Y | +118.0% | +85.5% | +32.5% | +55.4% |
| All | +118.0% | +87.2% | +30.8% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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