-28.2%
SOFI vs PCAR
+32.4%
-60.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -0.2% | -6.2% | +6.1% | +2.4% |
| 3M | +6.2% | +5.9% | +0.3% | +4.3% |
| 6M | -2.6% | +0.4% | -3.0% | -3.3% |
| YTD | -30.4% | +14.8% | -45.2% | -34.4% |
| 1Y | -28.2% | +30.1% | -58.3% | -37.4% |
| All | -28.2% | +32.4% | -60.6% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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