-43.8%
COIN vs PENG
+91.7%
-135.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.4% | -10.6% | -6.6% |
| 7D | +3.4% | +4.5% | -1.2% | +1.5% |
| 30D | +23.2% | -7.1% | +30.3% | +25.5% |
| 3M | +12.5% | -27.3% | +39.8% | +17.1% |
| 6M | -11.6% | +169.6% | -181.2% | -52.3% |
| YTD | -18.4% | +164.6% | -183.0% | -55.7% |
| 1Y | -39.8% | +109.5% | -149.3% | -64.1% |
| 3Y | +136.7% | +98.9% | +37.8% | +20.3% |
| 5Y | -33.7% | +116.3% | -149.9% | -68.4% |
| All | -43.8% | +91.7% | -135.4% | -74.2% |
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