-50.7%
COIN vs PFG
+46.8%
-97.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | 0.0% | +1.2% |
| 7D | -6.7% | +4.9% | -11.6% | -9.7% |
| 30D | -19.5% | +5.7% | -25.2% | -22.6% |
| 3M | +0.5% | +2.6% | -2.1% | -1.4% |
| 6M | -25.4% | +19.8% | -45.2% | -35.7% |
| YTD | -33.0% | +36.3% | -69.3% | -47.6% |
| 1Y | -50.7% | +47.9% | -98.6% | -65.0% |
| All | -50.7% | +46.8% | -97.5% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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