-12.3%
COIN vs PFG
+29.9%
-42.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -2.0% |
| 7D | -10.6% | -3.0% | -7.6% | -8.7% |
| 30D | +16.0% | +2.5% | +13.5% | +14.2% |
| 3M | +11.9% | +6.1% | +5.8% | +6.3% |
| 6M | -12.3% | +31.3% | -43.6% | -34.3% |
| All | -12.3% | +29.9% | -42.2% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling