+12.6%
SOFI vs PBF
+785.3%
-772.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -7.0% | +2.3% | -9.3% | -7.4% |
| 30D | -4.3% | +11.6% | -15.8% | -6.0% |
| 3M | +8.4% | +81.7% | -73.3% | -1.8% |
| 6M | -5.9% | +96.4% | -102.3% | -17.2% |
| YTD | -34.3% | +189.5% | -223.7% | -46.4% |
| 1Y | -32.6% | +180.7% | -213.3% | -45.2% |
| 3Y | +101.3% | +56.6% | +44.7% | +67.4% |
| 5Y | +12.6% | +802.0% | -789.4% | -35.2% |
| All | +12.6% | +785.3% | -772.8% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling