-45.9%
COIN vs PGR
-6.1%
-39.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.9% |
| 7D | -5.1% | -0.6% | -4.5% | -5.3% |
| 30D | +17.6% | +4.9% | +12.6% | +19.4% |
| 3M | +9.2% | +7.6% | +1.6% | +13.9% |
| 6M | -11.8% | +8.3% | -20.0% | -7.4% |
| YTD | -22.5% | +1.7% | -24.2% | -20.0% |
| 1Y | -45.9% | -6.8% | -39.0% | -44.4% |
| All | -45.9% | -6.1% | -39.8% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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