-46.6%
COIN vs PGR
+150.5%
-197.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.7% |
| 7D | -5.1% | -0.6% | -4.5% | -5.0% |
| 30D | +17.6% | +4.9% | +12.6% | +17.2% |
| 3M | +9.2% | +7.6% | +1.6% | +8.6% |
| 6M | -11.8% | +8.3% | -20.0% | -12.4% |
| YTD | -22.5% | +1.7% | -24.2% | -22.7% |
| 1Y | -45.9% | -6.8% | -39.0% | -45.4% |
| 3Y | +117.4% | +73.4% | +43.9% | +99.3% |
| 5Y | -29.4% | +161.2% | -190.6% | -44.3% |
| All | -46.6% | +150.5% | -197.1% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling