+110.6%
SOFI vs PCG
-10.8%
+121.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -2.2% |
| 7D | +5.6% | +5.4% | +0.2% | +3.8% |
| 30D | -2.0% | -15.1% | +13.1% | +2.3% |
| 3M | +9.2% | -9.8% | +19.0% | +11.0% |
| 6M | -4.7% | -18.0% | +13.3% | +0.4% |
| YTD | -31.2% | -7.2% | -24.0% | -32.5% |
| 1Y | -30.6% | +2.9% | -33.5% | -36.4% |
| 3Y | +110.6% | -11.1% | +121.7% | +108.9% |
| All | +110.6% | -10.8% | +121.4% | +108.9% |
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