-28.2%
SOFI vs PBR
+70.4%
-98.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.7% |
| 7D | +0.9% | +8.6% | -7.7% | +1.3% |
| 30D | -0.2% | +12.8% | -13.0% | +0.5% |
| 3M | +6.2% | +14.7% | -8.4% | +7.2% |
| 6M | -2.6% | +25.2% | -27.7% | -7.1% |
| YTD | -30.4% | +77.1% | -107.6% | -40.0% |
| 1Y | -28.2% | +69.6% | -97.8% | -39.0% |
| All | -28.2% | +70.4% | -98.6% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling