+47.6%
SOFI vs PBF
+1,095.7%
-1,048.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.4% | -1.5% |
| 7D | +5.6% | +2.4% | +3.3% | +5.4% |
| 30D | -2.0% | +24.9% | -26.9% | -4.3% |
| 3M | +9.2% | +81.9% | -72.7% | +2.2% |
| 6M | -4.7% | +79.4% | -84.1% | -11.5% |
| YTD | -31.2% | +188.3% | -219.5% | -39.6% |
| 1Y | -30.6% | +177.3% | -207.9% | -39.2% |
| 3Y | +110.6% | +56.0% | +54.6% | +84.8% |
| 5Y | +16.4% | +804.0% | -787.6% | +0.2% |
| All | +47.6% | +1,095.7% | -1,048.1% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling