-50.7%
COIN vs PPG
+38.5%
-89.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.0% | -0.8% | +2.8% |
| 7D | -6.7% | +7.5% | -14.1% | -8.7% |
| 30D | -19.5% | +20.9% | -40.4% | -24.0% |
| 3M | +0.5% | +8.7% | -8.2% | -2.1% |
| 6M | -25.4% | +23.8% | -49.2% | -29.2% |
| YTD | -33.0% | +26.5% | -59.5% | -42.4% |
| 1Y | -50.7% | +37.6% | -88.3% | -60.0% |
| All | -50.7% | +38.5% | -89.2% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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