+118.0%
COIN vs PENG
+111.6%
+6.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.9% |
| 7D | +1.2% | +7.8% | -6.6% | -0.7% |
| 30D | +16.5% | -12.2% | +28.7% | +19.6% |
| 3M | +10.4% | -20.6% | +31.0% | +11.1% |
| 6M | -9.3% | +180.9% | -190.2% | -42.2% |
| YTD | -20.9% | +162.3% | -183.1% | -48.4% |
| 1Y | -40.8% | +107.3% | -148.1% | -58.8% |
| 3Y | +118.0% | +110.8% | +7.2% | +37.3% |
| All | +118.0% | +111.6% | +6.3% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling