-46.6%
COIN vs PFGC
+64.1%
-110.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +2.0% |
| 7D | -5.1% | -4.8% | -0.3% | -1.6% |
| 30D | +17.6% | -12.5% | +30.1% | +29.3% |
| 3M | +9.2% | -9.7% | +19.0% | +16.3% |
| 6M | -11.8% | +7.0% | -18.8% | -18.4% |
| YTD | -22.5% | +4.5% | -27.0% | -28.8% |
| 1Y | -45.9% | -11.6% | -34.3% | -43.4% |
| 3Y | +117.4% | +58.5% | +58.9% | +41.0% |
| 5Y | -29.4% | +112.6% | -142.0% | -61.2% |
| All | -46.6% | +64.1% | -110.8% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling