-40.8%
SOFI vs PBR
+74.7%
-115.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.0% | +10.6% | +2.9% |
| 7D | +1.4% | -11.0% | +12.4% | +0.3% |
| 30D | +9.2% | -18.8% | +27.9% | +7.4% |
| 3M | -7.1% | +7.8% | -14.9% | -6.5% |
| 6M | +7.3% | -7.6% | +14.9% | +9.1% |
| YTD | -33.6% | +72.7% | -106.3% | -44.2% |
| 1Y | -40.8% | +72.9% | -113.8% | -49.6% |
| All | -40.8% | +74.7% | -115.5% | -49.6% |
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