-31.9%
COIN vs PENG
+116.9%
-148.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -0.1% | +7.3% | -7.4% | -3.0% |
| 30D | +17.5% | -7.5% | +25.0% | +19.9% |
| 3M | +12.4% | -17.2% | +29.6% | +10.6% |
| 6M | -12.5% | +176.7% | -189.3% | -54.8% |
| YTD | -22.7% | +161.0% | -183.8% | -59.0% |
| 1Y | -45.2% | +108.8% | -154.0% | -68.1% |
| 3Y | +112.8% | +109.8% | +3.1% | -0.2% |
| 5Y | -31.9% | +111.7% | -143.6% | -66.5% |
| All | -31.9% | +116.9% | -148.8% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling