-46.6%
COIN vs PEP
+14.0%
-60.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.7% |
| 7D | -5.1% | -1.0% | -4.1% | -5.1% |
| 30D | +17.6% | -0.7% | +18.3% | +17.6% |
| 3M | +9.2% | -4.1% | +13.4% | +9.1% |
| 6M | -11.8% | -13.1% | +1.3% | -12.0% |
| YTD | -22.5% | -2.1% | -20.4% | -23.2% |
| 1Y | -45.9% | -1.7% | -44.2% | -46.5% |
| 3Y | +117.4% | -15.1% | +132.5% | +119.2% |
| 5Y | -29.4% | +3.1% | -32.5% | -34.1% |
| All | -46.6% | +14.0% | -60.7% | -51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling