-27.8%
COIN vs PEG
+36.3%
-64.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | -5.1% | -0.9% | -4.2% | -4.6% |
| 30D | +17.6% | -3.7% | +21.3% | +20.0% |
| 3M | +9.2% | -7.3% | +16.5% | +13.8% |
| 6M | -11.8% | -10.5% | -1.3% | -6.5% |
| YTD | -22.5% | -7.5% | -15.0% | -19.9% |
| 1Y | -45.9% | -8.7% | -37.2% | -43.8% |
| 3Y | +117.4% | +31.4% | +86.0% | +72.1% |
| All | -27.8% | +36.3% | -64.2% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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