-27.8%
COIN vs PSX
+362.1%
-390.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -5.1% | +1.7% | -6.8% | -5.7% |
| 30D | +17.6% | +15.6% | +2.0% | +11.0% |
| 3M | +9.2% | +46.5% | -37.2% | -6.5% |
| 6M | -11.8% | +55.0% | -66.8% | -27.3% |
| YTD | -22.5% | +105.3% | -127.8% | -43.6% |
| 1Y | -45.9% | +101.6% | -147.5% | -60.6% |
| 3Y | +117.4% | +134.1% | -16.8% | +45.3% |
| All | -27.8% | +362.1% | -390.0% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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