-47.5%
COIN vs PCG
+22.7%
-70.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -10.6% | +0.5% | -11.1% | -10.9% |
| 30D | +16.0% | -18.9% | +34.9% | +24.3% |
| 3M | +11.9% | -15.8% | +27.7% | +17.4% |
| 6M | -12.3% | -22.6% | +10.2% | -4.6% |
| YTD | -23.8% | -12.2% | -11.6% | -22.9% |
| 1Y | -45.4% | -7.1% | -38.3% | -46.7% |
| 3Y | +109.9% | -15.8% | +125.7% | +109.3% |
| 5Y | -30.6% | +53.3% | -83.9% | -43.8% |
| All | -47.5% | +22.7% | -70.3% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling