+26.4%
SOFI vs PCAR
+125.1%
-98.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.5% |
| 7D | -4.9% | +4.9% | -9.8% | -7.5% |
| 30D | +8.4% | -1.4% | +9.9% | +9.3% |
| 3M | -16.3% | -18.1% | +1.8% | -6.2% |
| 6M | +0.7% | -4.0% | +4.7% | +2.6% |
| YTD | -41.1% | -1.5% | -39.6% | -41.6% |
| 1Y | -45.7% | +13.2% | -58.9% | -50.8% |
| 3Y | +119.0% | +35.8% | +83.2% | +76.8% |
| 5Y | -32.2% | +114.6% | -146.9% | -56.4% |
| All | +26.4% | +125.1% | -98.7% | -8.1% |
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