-61.1%
COIN vs PENG
+75.4%
-136.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -0.4% |
| 7D | -5.3% | +13.2% | -18.5% | -9.7% |
| 30D | -26.2% | -29.9% | +3.8% | -18.1% |
| 3M | -17.1% | -22.2% | +5.2% | -14.0% |
| 6M | -36.7% | -1.9% | -34.9% | -46.7% |
| YTD | -43.6% | +142.1% | -185.7% | -69.9% |
| 1Y | -54.9% | +151.5% | -206.4% | -76.4% |
| 3Y | +37.8% | +206.9% | -169.1% | -42.8% |
| 5Y | -62.8% | +58.2% | -121.0% | -82.0% |
| All | -61.1% | +75.4% | -136.5% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling