+16.4%
SOFI vs PCG
+61.3%
-44.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -2.6% |
| 7D | +5.6% | +5.4% | +0.2% | +3.1% |
| 30D | -2.0% | -15.1% | +13.1% | +3.4% |
| 3M | +9.2% | -9.8% | +19.0% | +11.4% |
| 6M | -4.7% | -18.0% | +13.3% | +1.2% |
| YTD | -31.2% | -7.2% | -24.0% | -32.3% |
| 1Y | -30.6% | +2.9% | -33.5% | -36.2% |
| 3Y | +110.6% | -11.1% | +121.7% | +110.1% |
| 5Y | +16.4% | +61.8% | -45.4% | -6.3% |
| All | +16.4% | +61.3% | -44.8% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling