+117.4%
COIN vs PFG
+70.6%
+46.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +0.6% |
| 7D | -5.1% | -0.4% | -4.6% | -4.6% |
| 30D | +17.6% | +2.9% | +14.7% | +14.1% |
| 3M | +9.2% | +6.7% | +2.5% | +1.5% |
| 6M | -11.8% | +33.8% | -45.5% | -36.4% |
| YTD | -22.5% | +35.0% | -57.5% | -44.9% |
| 1Y | -45.9% | +46.4% | -92.3% | -65.2% |
| 3Y | +117.4% | +71.7% | +45.7% | +27.5% |
| All | +117.4% | +70.6% | +46.8% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling