-30.6%
COIN vs PCG
+52.0%
-82.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -10.6% | +0.5% | -11.1% | -11.0% |
| 30D | +16.0% | -18.9% | +34.9% | +25.3% |
| 3M | +11.9% | -15.8% | +27.7% | +18.0% |
| 6M | -12.3% | -22.6% | +10.2% | -3.6% |
| YTD | -23.8% | -12.2% | -11.6% | -23.1% |
| 1Y | -45.4% | -7.1% | -38.3% | -47.1% |
| 3Y | +109.9% | -15.8% | +125.7% | +106.6% |
| 5Y | -30.6% | +53.3% | -83.9% | -52.9% |
| All | -30.6% | +52.0% | -82.6% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling