+33.4%
SOFI vs PCG
+7.2%
+26.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -6.4% | -2.2% | -4.1% | -5.5% |
| 30D | +6.8% | -0.5% | +7.3% | +7.1% |
| 3M | -9.5% | -24.0% | +14.5% | -0.7% |
| 6M | +0.1% | -18.6% | +18.7% | +5.5% |
| YTD | -37.9% | -17.7% | -20.2% | -35.8% |
| 1Y | -47.4% | -20.0% | -27.4% | -44.9% |
| 3Y | +134.4% | -20.2% | +154.7% | +144.8% |
| 5Y | -29.2% | +8.4% | -37.5% | -36.1% |
| All | +33.4% | +7.2% | +26.1% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling