-39.8%
COIN vs PPG
+5.2%
-45.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.7% |
| 7D | +3.4% | -1.5% | +4.8% | +3.8% |
| 30D | +23.2% | -5.0% | +28.1% | +25.3% |
| 3M | +12.5% | +1.1% | +11.4% | +12.4% |
| 6M | -11.6% | -3.2% | -8.5% | -11.8% |
| YTD | -18.4% | +11.9% | -30.2% | -25.8% |
| 1Y | -39.8% | +5.3% | -45.1% | -41.4% |
| All | -39.8% | +5.2% | -45.0% | -41.4% |
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