-46.6%
COIN vs PLUG
-93.0%
+46.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -5.1% | -3.2% | -1.9% | -4.2% |
| 30D | +17.6% | -8.3% | +25.9% | +20.9% |
| 3M | +9.2% | -25.8% | +35.0% | +19.5% |
| 6M | -11.8% | -5.8% | -5.9% | -13.6% |
| YTD | -22.5% | +6.6% | -29.1% | -28.2% |
| 1Y | -45.9% | +39.1% | -85.0% | -57.6% |
| 3Y | +117.4% | -73.7% | +191.1% | +128.5% |
| 5Y | -29.4% | -91.3% | +61.9% | +44.9% |
| All | -46.6% | -93.0% | +46.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling