+144.5%
SOFI vs PCAR
+36.1%
+108.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.3% | +1.1% |
| 7D | +0.9% | +2.9% | -2.0% | -0.8% |
| 30D | +6.0% | -2.1% | +8.2% | +7.4% |
| 3M | -8.9% | -20.4% | +11.5% | +4.5% |
| 6M | +6.3% | -7.0% | +13.3% | +10.6% |
| YTD | -36.0% | -2.6% | -33.4% | -36.4% |
| 1Y | -40.6% | +9.8% | -50.4% | -45.9% |
| 3Y | +144.5% | +37.3% | +107.3% | +70.7% |
| All | +144.5% | +36.1% | +108.4% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling