-46.8%
COIN vs PFG
+123.7%
-170.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.4% |
| 7D | -0.1% | +3.2% | -3.4% | -3.1% |
| 30D | +17.5% | +0.9% | +16.6% | +16.3% |
| 3M | +12.4% | +7.7% | +4.6% | +3.4% |
| 6M | -12.5% | +29.0% | -41.5% | -34.0% |
| YTD | -22.7% | +32.5% | -55.2% | -43.5% |
| 1Y | -45.2% | +47.3% | -92.5% | -64.5% |
| 3Y | +112.8% | +68.2% | +44.6% | +22.3% |
| 5Y | -31.9% | +108.5% | -140.3% | -64.3% |
| All | -46.8% | +123.7% | -170.5% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling