+131.1%
SOFI vs PCG
-20.2%
+151.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -6.4% | -2.2% | -4.1% | -5.8% |
| 30D | +6.8% | -0.5% | +7.3% | +7.0% |
| 3M | -9.5% | -24.0% | +14.5% | -2.8% |
| 6M | +0.1% | -18.6% | +18.7% | +3.9% |
| YTD | -37.9% | -17.7% | -20.2% | -37.0% |
| 1Y | -47.4% | -20.0% | -27.4% | -45.8% |
| All | +131.1% | -20.2% | +151.3% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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