+94.7%
SOFI vs PBF
+55.5%
+39.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.4% | -3.7% |
| 7D | -2.9% | +1.4% | -4.2% | -3.1% |
| 30D | -4.4% | +15.8% | -20.2% | -7.3% |
| 3M | +5.2% | +90.3% | -85.1% | -8.9% |
| 6M | -7.8% | +102.8% | -110.6% | -23.5% |
| YTD | -33.8% | +187.3% | -221.1% | -50.8% |
| 1Y | -33.3% | +161.8% | -195.1% | -50.0% |
| All | +94.7% | +55.5% | +39.2% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling