-46.8%
COIN vs PEGA
-45.1%
-1.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.1% |
| 7D | -0.1% | -6.1% | +6.0% | +3.8% |
| 30D | +17.5% | +6.4% | +11.1% | +13.1% |
| 3M | +12.4% | +2.9% | +9.4% | +8.0% |
| 6M | -12.5% | -23.8% | +11.3% | +0.4% |
| YTD | -22.7% | -41.1% | +18.3% | +2.5% |
| 1Y | -45.2% | -38.2% | -7.0% | -30.7% |
| 3Y | +112.8% | +49.8% | +63.0% | +20.5% |
| 5Y | -31.9% | -48.0% | +16.2% | -19.2% |
| All | -46.8% | -45.1% | -1.7% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling