+34.2%
SOFI vs PCAR
+122.1%
-87.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -2.4% | +3.5% | -5.9% | -4.2% |
| 30D | +3.6% | -2.3% | +5.9% | +5.0% |
| 3M | -9.7% | -19.3% | +9.7% | +2.1% |
| 6M | +3.9% | -7.1% | +11.1% | +7.9% |
| YTD | -37.5% | -2.8% | -34.7% | -37.5% |
| 1Y | -46.4% | +9.3% | -55.7% | -50.3% |
| 3Y | +135.9% | +33.5% | +102.4% | +92.3% |
| 5Y | -19.8% | +112.6% | -132.5% | -48.0% |
| All | +34.2% | +122.1% | -87.9% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling