-47.5%
COIN vs PYPL
-80.5%
+32.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -3.3% |
| 7D | -10.6% | -5.9% | -4.7% | -5.8% |
| 30D | +16.0% | -9.4% | +25.4% | +25.2% |
| 3M | +11.9% | +31.3% | -19.4% | -14.8% |
| 6M | -12.3% | +19.1% | -31.4% | -27.3% |
| YTD | -23.8% | -7.9% | -15.9% | -22.7% |
| 1Y | -45.4% | -17.9% | -27.5% | -38.6% |
| 3Y | +109.9% | -11.6% | +121.5% | +107.7% |
| 5Y | -30.6% | -81.0% | +50.4% | +89.7% |
| All | -47.5% | -80.5% | +32.9% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling