+42.0%
SOFI vs PBF
+1,119.6%
-1,077.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.5% |
| 7D | -4.9% | +5.3% | -10.3% | -5.4% |
| 30D | -3.5% | +11.7% | -15.2% | -4.6% |
| 3M | +3.9% | +91.1% | -87.2% | -3.1% |
| 6M | -6.5% | +88.4% | -95.0% | -13.5% |
| YTD | -33.8% | +194.1% | -227.9% | -42.1% |
| 1Y | -33.3% | +180.4% | -213.7% | -41.5% |
| 3Y | +94.6% | +59.3% | +35.3% | +70.4% |
| 5Y | +13.3% | +816.3% | -803.0% | -2.7% |
| All | +42.0% | +1,119.6% | -1,077.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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