-46.6%
COIN vs PENG
+89.4%
-136.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | -0.2% |
| 7D | -5.1% | -1.2% | -3.9% | -4.7% |
| 30D | +17.6% | -12.9% | +30.5% | +22.7% |
| 3M | +9.2% | -20.5% | +29.7% | +9.8% |
| 6M | -11.8% | +176.8% | -188.6% | -53.1% |
| YTD | -22.5% | +161.6% | -184.1% | -57.8% |
| 1Y | -45.9% | +95.6% | -141.5% | -66.7% |
| 3Y | +117.4% | +111.9% | +5.5% | +5.6% |
| 5Y | -29.4% | +111.4% | -140.8% | -66.2% |
| All | -46.6% | +89.4% | -136.1% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling