-27.8%
COIN vs PYPL
-81.1%
+53.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.1% |
| 7D | -5.1% | -2.3% | -2.8% | -3.2% |
| 30D | +17.6% | -9.0% | +26.6% | +26.6% |
| 3M | +9.2% | +30.6% | -21.3% | -16.7% |
| 6M | -11.8% | +18.6% | -30.3% | -26.7% |
| YTD | -22.5% | -7.2% | -15.3% | -21.9% |
| 1Y | -45.9% | -19.3% | -26.6% | -38.2% |
| 3Y | +117.4% | -12.3% | +129.7% | +116.3% |
| All | -27.8% | -81.1% | +53.2% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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