-50.7%
COIN vs PEP
+2.4%
-53.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +6.0% |
| 7D | -6.7% | +7.4% | -14.0% | -3.1% |
| 30D | -19.5% | +13.3% | -32.9% | -14.1% |
| 3M | +0.5% | +3.5% | -3.0% | +3.8% |
| 6M | -25.4% | -5.9% | -19.5% | -27.6% |
| YTD | -33.0% | +2.3% | -35.3% | -34.3% |
| 1Y | -50.7% | +3.7% | -54.4% | -51.3% |
| All | -50.7% | +2.4% | -53.1% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling