-39.8%
COIN vs PFGC
-5.1%
-34.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.2% |
| 7D | +3.4% | -2.2% | +5.6% | +3.5% |
| 30D | +23.2% | -11.9% | +35.1% | +24.2% |
| 3M | +12.5% | +5.0% | +7.5% | +11.6% |
| 6M | -11.6% | +8.6% | -20.2% | -13.3% |
| YTD | -18.4% | +9.7% | -28.0% | -19.5% |
| 1Y | -39.8% | -6.3% | -33.5% | -41.3% |
| All | -39.8% | -5.1% | -34.7% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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