+117.4%
COIN vs PPG
-17.4%
+134.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -5.1% | -6.2% | +1.2% | -1.2% |
| 30D | +17.6% | -7.9% | +25.5% | +23.6% |
| 3M | +9.2% | -10.2% | +19.5% | +16.4% |
| 6M | -11.8% | +2.7% | -14.4% | -14.4% |
| YTD | -22.5% | +4.9% | -27.4% | -28.3% |
| 1Y | -45.9% | -3.2% | -42.7% | -46.6% |
| 3Y | +117.4% | -17.0% | +134.4% | +133.0% |
| All | +117.4% | -17.4% | +134.7% | +133.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling