-11.0%
SOFI vs PCOR
-9.2%
-1.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | -2.4% | +20.7% | -23.1% | -14.0% |
| 30D | +3.6% | +35.7% | -32.1% | -15.3% |
| 3M | -9.7% | +31.1% | -40.7% | -25.4% |
| 6M | +3.9% | +43.1% | -39.2% | -20.6% |
| YTD | -37.5% | +4.8% | -42.3% | -43.7% |
| 1Y | -46.4% | -3.7% | -42.7% | -48.8% |
| 3Y | +135.9% | +46.5% | +89.3% | +64.0% |
| 5Y | -19.8% | -17.3% | -2.6% | -30.8% |
| All | -11.0% | -9.2% | -1.8% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling