-46.6%
COIN vs PCG
+20.7%
-67.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.4% |
| 7D | -5.1% | -3.5% | -1.6% | -3.8% |
| 30D | +17.6% | -20.6% | +38.2% | +27.2% |
| 3M | +9.2% | -17.6% | +26.8% | +15.7% |
| 6M | -11.8% | -23.5% | +11.7% | -3.5% |
| YTD | -22.5% | -13.6% | -8.9% | -21.1% |
| 1Y | -45.9% | -11.3% | -34.6% | -45.9% |
| 3Y | +117.4% | -16.9% | +134.3% | +117.7% |
| 5Y | -29.4% | +50.8% | -80.2% | -42.4% |
| All | -46.6% | +20.7% | -67.3% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling