-27.8%
COIN vs PEGA
-45.0%
+17.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +0.9% |
| 7D | -5.1% | -3.0% | -2.1% | -3.4% |
| 30D | +17.6% | +15.9% | +1.7% | +7.6% |
| 3M | +9.2% | +10.8% | -1.6% | +0.4% |
| 6M | -11.8% | -16.5% | +4.7% | -4.2% |
| YTD | -22.5% | -39.0% | +16.5% | +0.7% |
| 1Y | -45.9% | -37.3% | -8.6% | -32.1% |
| 3Y | +117.4% | +59.2% | +58.2% | +17.1% |
| All | -27.8% | -45.0% | +17.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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