+15.4%
SOFI vs PBR
+552.2%
-536.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.9% |
| 7D | -4.9% | +5.4% | -10.3% | -6.3% |
| 30D | -3.5% | +22.9% | -26.3% | -9.0% |
| 3M | +3.9% | +19.6% | -15.7% | -1.9% |
| 6M | -6.5% | +16.5% | -23.0% | -12.1% |
| YTD | -33.8% | +86.7% | -120.5% | -47.0% |
| 1Y | -33.3% | +74.7% | -108.0% | -45.5% |
| 3Y | +94.6% | +102.6% | -8.0% | +49.7% |
| All | +15.4% | +552.2% | -536.8% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling