-27.8%
COIN vs PFGC
+110.3%
-138.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +2.1% |
| 7D | -5.1% | -4.8% | -0.3% | -1.3% |
| 30D | +17.6% | -12.5% | +30.1% | +30.4% |
| 3M | +9.2% | -9.7% | +19.0% | +16.9% |
| 6M | -11.8% | +7.0% | -18.8% | -19.1% |
| YTD | -22.5% | +4.5% | -27.0% | -29.6% |
| 1Y | -45.9% | -11.6% | -34.3% | -43.2% |
| 3Y | +117.4% | +58.5% | +58.9% | +32.1% |
| All | -27.8% | +110.3% | -138.1% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling